A trend-resistant test for structural change based on OLS residuals
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 70 (1996)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/jeconom
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- Philip Bertram & Robinson Kruse & Philipp Sibbertsen, 2013. "Fractional integration versus level shifts: the case of realized asset correlations," Statistical Papers, Springer, vol. 54(4), pages 977-991, November.
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