Combining p-values to test for multiple structural breaks in cointegrated regressions
| Autor: | Bergamelli, Michele, Bianchi, Annamaria, Khalaf, Lynda, Urga, Giovanni |
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| Zdroj: | In Journal of Econometrics August 2019 211(2):461-482 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect