Testing for unit roots and granger non-causality in time series with multiple structural breaks. An international stock markets application
Fil: Buzzi, Sergio Martín. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina.
Main Authors: | Buzzi, Sergio Martín, Ojeda, Silvia María |
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Format: | conferenceObject |
Language: | eng |
Published: |
2022
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Subjects: | |
Online Access: | http://hdl.handle.net/11086/28142 |
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