LM Tests for Joint Breaks in the Dynamics and Level of a Long-Memory Time Series
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Publication:6620890
DOI10.1080/07350015.2020.1855184zbMATH Open1547.627MaRDI QIDQ6620890
Carlos Velasco, Juan J. Dolado, Heiko Rachinger
Publication date: 17 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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