A note on spurious break and regime shift in cointegrating relationship

Author(s)
Bai, Jushan
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Date issued
1996
URI
http://hdl.handle.net/1721.1/63971
Publisher
Cambridge, Mass. : Dept. of Economics, Massachusetts Institute of Technology
Other identifiers
noteonspuriousbr00baij
Series/Report no.
Working paper (Massachusetts Institute of Technology. Dept. of Economics) ; no. 96-13
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