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Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Journal of Business and Economic Statistics, 40 (2). pp. 880-896. DOI https://doi.org/10.1080/07350015.2021.1876712



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