Understanding the functional central limit theorems with some applications to unit root testing with structural change
Year of publication: |
2013
|
---|---|
Authors: | Aquino, Juan Carlos ; Rodríguez, Gabriel |
Published in: |
Revista Economía. - Departamento de Economía. - Vol. 36.2013, 71, p. 107-149
|
Publisher: |
Departamento de Economía |
Subject: | Unit root testing | structural break | functional central limit theorem | Ornstein-Uhlenbeck process |
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