Unit root tests for time series with a structural break when the break point is known
Year of publication: |
2000
|
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Authors: | Lütkepohl, Helmut ; Müller, Christian ; Saikkonen, Pentti |
Published in: |
Nonlinear statistical modeling : proceedings of the Thirteenth International Symposium in Economic Theory and Econometrics ; essays in honor of Takeshi Amemiya. - Cambridge [u.a.] : Cambridge Univ. Press, ISBN 0-521-66246-X. - 2000, p. 327-348
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Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
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