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Inference on a Structural Break in Trend with Fractionally Integrated Errors

Seong Yeon Chang and Pierre Perron

Journal of Time Series Analysis, 2016, vol. 37, issue 4, 555-574

Date: 2016
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Citations: View citations in EconPapers (9)

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Working Paper: Inference on a Structural Break in Trend with Fractionally Integrated Errors (2015) Downloads
Working Paper: Inference on a Structural Break in Trend with Fractionally Integrated Errors (2013) Downloads
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