Cointegration analysis in the presence of structural breaks...

Cointegration analysis in the presence of structural breaks in the deterministic trend

Søren Johansen, Rocco Mosconi and Bent Nielsen
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Volume:
3
Year:
2000
Language:
english
Journal:
The Econometrics Journal
DOI:
10.2307/23114890
File:
PDF, 2.40 MB
english, 2000
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