Cointegration tests in the presence of structural breaks:
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Bibliographic Details
Main Authors: Campos, Julia (Author), Ericsson, Neil R. (Author), Hendry, David F. 1944- (Author)
Format: Book
Language:English
Published: Washington, D.C. Board of Governors of the Federal Reserve System 1993
Series:International finance discussion papers 440
Physical Description:28 S. graph. Darst.