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A simple testing procedure for unit root and model specification - MaRDI portal

A simple testing procedure for unit root and model specification (Q1659023)

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scientific article; zbMATH DE number 6918241
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A simple testing procedure for unit root and model specification
scientific article; zbMATH DE number 6918241

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    A simple testing procedure for unit root and model specification (English)
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    15 August 2018
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    unit root
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    break date
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    trend break
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    level shift
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    F-test
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    model mis-specification
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