Testing for cointegration with threshold adjustment in the...

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Studies in Nonlinear Dynamics and Econometrics 2019 / 05

Testing for cointegration with threshold adjustment in the presence of structural breaks

Schweikert, Karsten
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Journal:
Studies in Nonlinear Dynamics & Econometrics
DOI:
10.1515/snde-2018-0034
Date:
May, 2019
File:
PDF, 492 KB
2019
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