Cointegration analysis in the presence of structural breaks in the deterministic trend
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- Bent Nielsen, 2000. "Cointegration Analysis in the Presence of Structural Breaks in the Deterministic Trend," Econometric Society World Congress 2000 Contributed Papers 1494, Econometric Society.
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Keywords
Break points; Cointegration; Common trend; Deterministic trend; Piecewise linear trend; Stochastic trend; Structural breaks; Vector autoregressive model.;All these keywords.
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