Likelihood ratio tests for cointegration in the presence of multiple breaks
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Format: | UnknownFormat |
Sprache: | eng |
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Champaign, IL
1997
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Schriftenreihe: | Office of Research working paper University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
97,0121 Graduate student series University of Illinois at Urbana-Champaign, College of Commerce and Business Administration 20 |
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Beschreibung: | 32 S |
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