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Stationarity and structural breaks -- evidence from classical and Bayesian approaches

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Author Info
Noriega, Antonio E.
de Alba, Enrique

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File URL: http://www.sciencedirect.com/science/article/B6VB1-44CVV53-1/2/f3add26ee0856ab46db1152c48fda640
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Article provided by Elsevier in its journal Economic Modelling.

Volume (Year): 18 (2001)
Issue (Month): 4 (December)
Pages: 503-524
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Handle: RePEc:eee:ecmode:v:18:y:2001:i:4:p:503-524

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  1. Antonio E. Noriega, 2004. "Sector-Level Disaggregate Stochastic Trends in Mexico’s Real Output," Economia Mexicana NUEVA EPOCA, , vol. 0(1), pages 29-42, January-J. [Downloadable!]
  2. Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious regression under deterministic and stochastic trends," School of Economics Working Papers EM200503, Universidad de Guanajuato. [Downloadable!]
  3. Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious Regression and Trending Variables," School of Economics Working Papers EM200701, Universidad de Guanajuato. [Downloadable!]
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  4. Antonio E. Noriega & Daniel Ventosa-Santaularia, . "Spurious regression under broken trend stationarity," School of Economics Working Papers EM200501, Universidad de Guanajuato. [Downloadable!]
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  5. R. Velazquez & A.E. Noriega & L.M. Soria, 2004. "International Evidence on Monetary Neutrality Under Broken Trend Stationary Models," Econometric Society 2004 Latin American Meetings 57, Econometric Society. [Downloadable!]
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