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Testing for structural breaks in cointegrated relationships

Testing for structural breaks in cointegrated relationships

Allan W. Gregory; James M. Nason; David G. Watt

作者Allan W. Gregory; James M. Nason; David G. Watt
卷第71卷
印刷ISSN0304-4076
文件大小1338.59KB
发表时间1996
DOI10.1016/0304-4076(96)84508-8
页码321-341

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