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