Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis
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- Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Simple, Robust, And Powerful Tests Of The Breaking Trend Hypothesis," Econometric Theory, Cambridge University Press, vol. 25(04), pages 995-1029, August.
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More about this item
KeywordsBroken trend; power envelope; unit root; stationarity tests;
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