Joint hypothesis specification for unit root tests with a structural break
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Publication:5488513
DOI10.1111/j.1368-423X.2006.00182.xzbMath1096.62080OpenAlexW2120667130MaRDI QIDQ5488513
Josep Lluís Carrion-i-Silvestre, Andreu Sanso
Publication date: 22 September 2006
Published in: The Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2006.00182.x
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Non-Markovian processes: hypothesis testing (62M07) Asymptotic properties of parametric tests (62F05)
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