Monte Carlo tests of cointegration with structural breaks

Author: Ãstermark Ralf   H÷glund Rune  

Publisher: Emerald Group Publishing Ltd

ISSN: 0368-492X

Source: Kybernetes: The International Journal of Systems & Cybernetics, Vol.29, Iss.9-10, 2000-12, pp. : 1284-1297

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Abstract