Separate cointegration in a VAR system subject to structural breaks (Q2419890)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Separate cointegration in a VAR system subject to structural breaks |
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Separate cointegration in a VAR system subject to structural breaks (English)
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4 June 2019
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separate cointegration
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vector autoregressive (VAR) models
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deterministic breaks
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