Joint hypothesis specification for unit root tests with a structural break (Q5488513)

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scientific article; zbMATH DE number 5055934
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Joint hypothesis specification for unit root tests with a structural break
scientific article; zbMATH DE number 5055934

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    Joint hypothesis specification for unit root tests with a structural break (English)
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    22 September 2006
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    unit root tests
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    structural change
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    joint hypotheses
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    pseudo F-tests
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    time series
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    tables
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