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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

Iacone, Fabrizio and Leybourne, Stephen J and Taylor, AM Robert (2019) Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point. Econometric Theory, 35 (6). pp. 1201-1233. DOI https://doi.org/10.1017/S0266466618000361



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Filename: BakerStreetR2V2.pdf

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