Confidence Sets for the Break Date in Cointegrating...

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Confidence Sets for the Break Date in Cointegrating Regressions

Kurozumi, Eiji, Skrobotov, Anton
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Language:
english
Journal:
Oxford Bulletin of Economics and Statistics
DOI:
10.1111/obes.12223
Date:
November, 2017
File:
PDF, 274 KB
english, 2017
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