Testing for the Presence of a Random Walk in Series with Structural Breaks

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Publication:2740101

DOI10.1111/1467-9892.00216zbMath0972.62071OpenAlexW3023961439MaRDI QIDQ2740101

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Publication date: 16 September 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/6870/




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