Cointegration tests in the presence of structural breaks

Julia Campos, Neil Ericsson and David Hendry

Journal of Econometrics, 1996, vol. 70, issue 1, 187-220

Date: 1996
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Working Paper: Cointegration tests in the presence of structural breaks (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:70:y:1996:i:1:p:187-220

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