Testing for the Null Hypothesis of Cointegration with Structural Breaks
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- Yoichi Arai & Eiji Kurozumi, 2007. "Testing for the Null Hypothesis of Cointegration with a Structural Break," Econometric Reviews, Taylor & Francis Journals, vol. 26(6), pages 705-739.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2005-02-20 (Econometrics)
- NEP-ETS-2005-02-20 (Econometric Time Series)
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