ASYMPTOTIC BEHAVIOR OF THE CUSUM OF SQUARES TEST UNDER STOCHASTIC AND DETERMINISTIC TIME TRENDS
| Year of publication: |
2011
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|---|---|
| Authors: | Nielsen, Bent ; Sohkanen, Jouni S. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 4 (3.3.), p. 913-928
|