Unit root tests with a break in innovation variance. (Q1858958)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Unit root tests with a break in innovation variance. |
scientific article |
Statements
Unit root tests with a break in innovation variance. (English)
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17 February 2003
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Dickey-Fuller tests
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integrated processes
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Perron tests
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structural break
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