Inference on a Structural Break in Trend with Fractionally Integrated Errors (Q2815049)

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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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