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...
| Hlavní autoři: | , |
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| Médium: | Journal article |
| Jazyk: | English |
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American Statistical Association
2007
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