Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367)

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Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks
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    Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (English)
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    12 May 2009
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    additive outlier
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    endogenous break unit root test
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    structural break
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    tables
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