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Structural changes in the cointegrated vector autoregressive model

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  • Hansen, Peter Reinhard

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  • Hansen, Peter Reinhard, 2003. "Structural changes in the cointegrated vector autoregressive model," Journal of Econometrics, Elsevier, vol. 114(2), pages 261-295, June.
  • Handle: RePEc:eee:econom:v:114:y:2003:i:2:p:261-295
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