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Testing for multivariate cointegration in the presence of...

Testing for multivariate cointegration in the presence of structural breaks: p -values and critical values

Giles, David E., Godwin, Ryan T.
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Volume:
19
Language:
english
Journal:
Applied Economics Letters
DOI:
10.1080/13504851.2011.639727
Date:
November, 2012
File:
PDF, 128 KB
english, 2012
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