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A joint test for a unit root and common factor restrictions in the presence of a structural break

Junsoo Lee and Christine Amsler

Structural Change and Economic Dynamics, 1997, vol. 8, issue 2, pages 221-232

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Structural Change and Economic Dynamics is edited by F. Duchin, H. Hagemann, M. Landesmann, R. Scazzieri, A. Steenge and B. Verspagen

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Handle: RePEc:eee:streco:v:8:y:1997:i:2:p:221-232