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: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
American Statistical Association
2007
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| Subjects: |