ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Year of publication: |
2012
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Authors: | Iacone, Fabrizio ; Leybourne, Stephen J. ; Taylor, A.M. Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 29.2012, 2 (6.7.), p. 393-418
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