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Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point (2017)

First Author: Iacone F

Attributed to: The Analysis of Non-stationary Time Series in Economics and Finance: Co-integration, Trend Breaks, and Mixed Frequency Data funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Publication URI: http://econpapers.repec.org/RePEc:esy:uefcwp:19654

Type: Working Paper