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Instability tests in cointegration relationships. An application to the term structure of interest rates

✍ Scribed by Mariam Camarero; Cecilio Tamarit

Book ID: 117434497
Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 128 KB
Volume: 19
Category: Article
ISSN: 0264-9993
DOI: 10.1016/s0264-9993(01)00079-7

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