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~isPartOf:"Krannert working paper series"
~person:"Kejriwal, Mohitosh"
~person:"Xu, Jiawen"
~type_genre:"Arbeitspapier"
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Wald tests for detecting multiple structural changes in persistence
Kejriwal, Mohitosh
;
Perron, Pierre
;
Zhou, Jing
-
2009
Persistent link: https://www.econbiz.de/10003887089
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2
A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
Kejriwal, Mohitosh
;
Perron, Pierre
-
2009
Persistent link: https://www.econbiz.de/10003819886
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3
Testing for multiple structural changes in cointegrated regression models
Kejriwal, Mohitosh
;
Perron, Pierre
-
2008
-
Rev. November 20, 2008
Persistent link: https://www.econbiz.de/10003819885
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