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Persistent link: https://www.econbiz.de/10010192034
In this paper, we intend to develop a new unit root testing procedure. The novelty of this methodology includes (1) accommodating possible trend breaks of unknown number, unknown dates, and unknown form by employing the Fourier form without directly estimating such breaks; (2) considering...
Persistent link: https://www.econbiz.de/10010737999