Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
Year of publication: |
2003
|
---|---|
Authors: | Gil-Alana, Luis A. |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 28.2003, 1, p. 101-113
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Long memory | Unit roots | Structural breaks |
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