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Structural breaks in cointegration models
Applied Econometrics
◽
10.22394/1993-7601-2021-63-117-141
◽
2021
◽
Vol 63
◽
pp. 117-141
Author(s):
A.A. Skrobotov
◽
Keyword(s):
Structural Breaks
Download Full-text
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Estimating and Testing for Multiple Distributional Structural Breaks via a Characteristic Function Approach
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Characteristic Function
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