A robust version of the KPSS test based on indicators
Year of publication: |
2007
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Authors: | de Jong, Robert M. ; Amsler, Christine ; Schmidt, Peter |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 137.2007, 2, p. 311-333
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