TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT (2018)
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1017/s0266466618000361
Publication URI: http://dx.doi.org/10.1017/s0266466618000361
Type: Journal Article/Review
Parent Publication: Econometric Theory
Issue: 6