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"Cointegration testing under structural change: reducing size distortions ..."

Marco Morales (2014)

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DOI: 10.1007/S10260-014-0253-Z

access: closed

type: Journal Article

metadata version: 2022-02-04

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Marco Morales:
Cointegration testing under structural change: reducing size distortions and improving power of residual based tests. Stat. Methods Appl. 23(2): 265-282 (2014)

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