Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks
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References listed on IDEAS
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- Gadea, Maria Dolores & Sabate, Marcela & Serrano, Jose Maria, 2004. "Structural breaks and their trace in the memory: Inflation rate series in the long-run," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(2), pages 117-134, April.
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Keywordsunit roots; long memory; structural breaks;
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