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Jan 06 2010 Jamel JOUINI and Mohamed Boutahar
  The finite-sample properties of bootstrap tests in multiple structural change models
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Apr 13 2009 Takamitsu Kurita
  A note on testing parameter constancy in cointegrated vector autoregression: the case of near I(2) processes
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Oct 08 2003 David O. Cushman
  Further evidence on the size and power of the Bierens and Johansen cointegration procedures
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