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Testing for cointegration in the presence of mis-specified structural change

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 76, Issue: 13

Swansea University Author: Steve Cook Orcid Logo

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Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2006
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College: Faculty of Humanities and Social Sciences
Issue: 13
End Page: 1384