New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications
Year of publication: |
2007
|
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Authors: | Sen, Amit |
Published in: |
Cointegration for the applied economist. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 978-1-4039-9614-5. - 2007, p. 143-194
|
Subject: | Theorie | Theory | Einheitswurzeltest | Unit root test | Simulation | Zeitreihenanalyse | Time series analysis |
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