Data for: Separate cointegration in a VAR system subject to structural breaks

Published: 20-03-2019| Version 1 | DOI: 10.17632/tmbhvy6cmd.1
Contributor:
Takamitsu Kurita

Description

Please apply "CVAR_final.fl" to the data "Sepcoi.in7" to obtain the result reported in Eq.(5) in the paper by using the software PcGive.

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