Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (Q1606380): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests |
scientific article |
Statements
Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests (English)
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1 September 2002
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asymptotic behaviour
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unit root tests
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inference
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