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Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

✍ Scribed by Chris Brooks; Alistair G Rew


Book ID
117434465
Publisher
Elsevier Science
Year
2002
Tongue
English
Weight
161 KB
Volume
19
Category
Article
ISSN
0264-9993

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