Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics |
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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (English)
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6 June 2014
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unit root test
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multiple breaks in trend
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minimum Dickey-Fuller test
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local GLS detrending
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