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- Wed Apr 03, 2013 7:33 am
- Forum: Econometric Discussions
- Topic: structural break / structural change
- Replies: 1
- Views: 2109
structural break / structural change
hello everybody Is anybody know about this syntax? ADF* =inf ADF(τ) I've found that in the journal that discussing about structural change/structural breaks. (An Empirical Study of Cointegration with Structural Breaks of Shanghai and Shenzhen Stock Markets by Yang Jiping and Sun Lisha) Need your hel...