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Title: Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks

Journal Article · · Oxford Bulletin of Economics and Statistics
DOI:https://doi.org/10.1111/obes.12116· OSTI ID:1401405
 [1];  [2]
  1. CEMAPRE and School of Economics and Management (ISEG), Universidade de Lisboa, Lisbon Portugal
  2. Nova School of Business and Economics, Universidade Nova de Lisboa, Lisbon Portugal

Sponsoring Organization:
USDOE Office of Nuclear Energy (NE), Fuel Cycle Technologies (NE-5)
Grant/Contract Number:
UID/ECO/00124/2013; UID/Multi/00491/2013
OSTI ID:
1401405
Journal Information:
Oxford Bulletin of Economics and Statistics, Journal Name: Oxford Bulletin of Economics and Statistics Vol. 78 Journal Issue: 3; ISSN 0305-9049
Publisher:
Wiley-BlackwellCopyright Statement
Country of Publication:
United Kingdom
Language:
English
Citation Metrics:
Cited by: 4 works
Citation information provided by
Web of Science

References (5)

Tests for Parameter Instability and Structural Change With Unknown Change Point journal July 1993
Testing for common deterministic trend slopes journal May 2005
Testing the null hypothesis of stationarity against the alternative of a unit root journal October 1992
Estimating and Testing Linear Models with Multiple Structural Changes journal January 1998
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix journal May 1987

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