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Reference/Originators/Gregory & Hansen (1996), extending Engle & Granger (1987)

Gregory & Hansen (1996), extending Engle & Granger (1987)

Methods attributed to this originator across the library, derived from each method’s recorded source.

1 method
1 field
1996 publication span
Econometrics1 method
Structural break Engle-Granger cointegration1996
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