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~subject:"Structural break"
~person:"Perron, Pierre"
~isPartOf:"Journal of econometrics"
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Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Kim, Dukpa
;
Perron, Pierre
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10003813076
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