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Tests for cointegration with structural breaks based on subsamples. (2010). Monticini, Andrea ; Davidson, James.
In: Computational Statistics & Data Analysis.
RePEc:eee:csdana:v:54:y:2010:i:11:p:2498-2511.

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  1. Should stock returns predictability be ‘hooked on’ long?horizon regressions?. (2023). Pouliasis, Panos K ; Dergiades, Theologos.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:28:y:2023:i:1:p:718-732.

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  2. Tests for segmented cointegration: an application to US governments budgets. (2022). , Paulo ; Martins, Luis F.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02156-7.

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  3. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2022). Schweikert, Karsten.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:43:y:2022:i:1:p:83-104.

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  4. Should Stock Returns Predictability be hooked on Long Horizon Regressions?. (2021). Dergiades, Theologos ; Pouliasis, Panos K.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2021_03.

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  5. Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions. (2020). Schweikert, Karsten.
    In: Papers.
    RePEc:arx:papers:2001.07949.

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  6. Testing for breaks in the cointegrating relationship: On the stability of government bond markets equilibrium. (2019). Sibbertsen, Philipp ; Rodrigues, Paulo ; Voges, Michelle.
    In: Hannover Economic Papers (HEP).
    RePEc:han:dpaper:dp-656.

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  7. How does the public perceive alliances? The Central and Allied Powers in World War I. (2017). Jopp, Tobias A.
    In: IBF Paper Series.
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  8. Sustainable Development in Four East Asian Countries Agricultural Sectors Post-World War II: Measuring Nutrient Balance and Estimating the Environmental Kuznets Curve. (2017). Moriwaki, Shota.
    In: Asia and the Pacific Policy Studies.
    RePEc:bla:asiaps:v:4:y:2017:i:3:p:467-483.

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  9. The Fisher effect in the presence of time-varying coefficients. (2016). Pantelidis, Theologos ; Panopoulou, Ekaterini.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:100:y:2016:i:c:p:495-511.

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  10. Shale Gas Boom Affecting the Relationship Between LPG and Oil Prices. (2015). Osmundsen, Petter ; Lindback, Morten E.
    In: The Energy Journal.
    RePEc:aen:journl:ej36-4-osmundsen.

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  11. Testing for persistence change in fractionally integrated models: An application to world inflation rates. (2014). Rodrigues, Paulo ; Martins, Luis ; Rodrigues, Paulo M. M., .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:502-522.

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  12. Shale Gas and the Relationship between U.S. Natural Gas, Liquified Petroleum Gases and Oil Market. (2013). Osmundsen, Petter ; Oglend, Atle ; Lindback, Morten .
    In: UiS Working Papers in Economics and Finance.
    RePEc:hhs:stavef:2013_005.

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  13. Detection of structural breaks in linear dynamic panel data models. (2012). Tzavalis, Elias ; De Wachter, Stefan .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3020-3034.

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References

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