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A joint test for structural stability and a unit root in autoregressions - MaRDI portal

A joint test for structural stability and a unit root in autoregressions (Q1623553)

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scientific article; zbMATH DE number 6983996
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A joint test for structural stability and a unit root in autoregressions
scientific article; zbMATH DE number 6983996

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    A joint test for structural stability and a unit root in autoregressions (English)
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    23 November 2018
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    structural breaks
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    unit roots
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    nonlinear dynamics
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