TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
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Publication:4807292
DOI10.1017/S0266466602182053zbMath1109.62348OpenAlexW2079727519MaRDI QIDQ4807292
Pentti Saikkonen, Helmut Lütkepohl
Publication date: 18 May 2003
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466602182053
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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