ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
| Year of publication: |
2012
|
|---|---|
| Authors: | Iacone, Fabrizio ; Leybourne, Stephen J. ; Taylor, A.M. Robert |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2012, 2 (6.7.), p. 393-418
|