GLS-detrending and regime-wise stationarity testing in small samples (Q1046223)

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GLS-detrending and regime-wise stationarity testing in small samples
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    GLS-detrending and regime-wise stationarity testing in small samples (English)
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    21 December 2009
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    unit root
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    structural changes
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    GLS-detrending
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    power
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