Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates
Year of publication: |
2002
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Authors: | Brooks, Chris ; Rew, Alistair G. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 19.2002, 1, p. 65-90
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