Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324): Difference between revisions

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Revision as of 02:09, 20 March 2024

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Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance
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    Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (English)
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    18 June 2008
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    innovation break
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    Dickey-Fuller F-statistic
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