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*1001 $aHungnes, Håvard$d1972-$0(NO-TrBIB)97045134$_15337800
*24510$aIdentifying structural breaks in cointegrated VAR models$cHåvard Hungnes
*260  $aOslo$bStatistics Norway$c2005
*300  $a26 s.$bdiagr.
*4901 $aDiscussion papers / Statistics Norway, Statistical Methods and Standards$vno. 422
*7760 $tIdentifying structural breaks in cointegrated VAR models$w990809976604702201
*830 0$aDiscussion papers (Statistisk sentralbyrå. Forskningsavdelingen : trykt utg.)$vno. 422$w999328468404702201$_13976700
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