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Diagnostic test for structural change in cointegrated regression models

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Author Info
Kang Hao
Inder, Brett
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File URL: http://www.sciencedirect.com/science/article/B6V84-3VW1DMM-6/2/07abec5e7ee876557e8bc07a906c39d8
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 50 (1996)
Issue (Month): 2 (February)
Pages: 179-187
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Handle: RePEc:eee:ecolet:v:50:y:1996:i:2:p:179-187

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  1. Westerlund, Joakim, 2005. "Testing for Panel Cointegration with Multiple Structural Breaks," Working Papers 2005:12, Lund University, Department of Economics.
  2. Marco Barassi & Guglielmo Caporale & Stephen Hall, 2005. "A Sequential Test for Structural Breaks in the Causal Linkages Between the G7 Short-Term Interest Rates," Open Economies Review, Springer, vol. 16(2), pages 107-133, April. [Downloadable!] (restricted)
  3. Fabien Rondeau (CREM - CNRS), 2006. "Pattern of trade and European economic integration : an unexpected relation," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 200614, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS. [Downloadable!]
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