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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component - MaRDI portal

A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186)

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A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
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    A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (English)
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    26 November 2011
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    structural change
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    sequential procedure
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    feasible GLS
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    unit root
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    structural breaks
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