Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance (Q3505324)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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