Testing for Stochastic Trends in Series with Structural Breaks
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Other versions of this item:
- Busetti, F., 2000. "Testing for Stochastic Trends in Series with Structural Breaks," Papers 385, Banca Italia - Servizio di Studi.
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- Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2001.
"Money demand in the euro area: do national differences matter?,"
Temi di discussione (Economic working papers)
405, Bank of Italy, Economic Research and International Relations Area.
- Luca Dedola & Eugenio Gaiotti & Luca Silipo, 2004. "Money Demand in theEuroArea: Do National Differences Matter?," Macroeconomics 0404019, EconWPA, revised 24 Apr 2004.
More about this item
Keywordscointegration; common trends; Cramï¿½r-von Mises distribution; locally best invariant test; structural breaks;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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