Co-breaking: Recent Advances and a Synopsis of the Literature.

This article has two aims. First, we provide a synopsis of the literature on co-breaking that has developed in several, seemingly disconnected, strands. We establish a consistent terminology, collect theoretical results, delimit co-breaking to cointegration and common features, and review recent con...

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Bibliographic Details
Main Authors: Hendry, D, Massmann, M
Format: Journal article
Language:English
Published: Taylor and Francis 2007