Instability tests in cointegration relationships. An...

Instability tests in cointegration relationships. An application to the term structure of interest rates

Mariam Camarero, Cecilio Tamarit
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Volume:
19
Year:
2002
Language:
english
DOI:
10.1016/s0264-9993(01)00079-7
File:
PDF, 128 KB
english, 2002
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