Finite Sample Behaviour of the Level Shift Model using Quasi-Differenced Data
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- Sebastian Fossati, 2013.
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More about this item
KeywordsUnit root test; GLS detrending; structural change; truncation lag; information criteria;
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
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