Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049)
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English | Inference on a Structural Break in Trend with Fractionally Integrated Errors |
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Inference on a Structural Break in Trend with Fractionally Integrated Errors (English)
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27 June 2016
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fractionally integrated process
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linear trend
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segmented trend
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spurious break
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structural change
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