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Chapter 46 Unit roots, structural breaks and trends
edited_book
Author(s):
James H. Stock
Publication date
(Print):
1994
Publisher:
Elsevier
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Fracture and Structural Integrity
Author and book information
Book Chapter
Publication date (Print):
1994
Pages
: 2739-2841
DOI:
10.1016/S1573-4412(05)80015-7
SO-VID:
c8c60a3a-6e7b-402a-aecc-cf201ba58dee
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Book chapters
pp. 2111
Chapter 36 Large sample estimation and hypothesis testing
pp. 2247
Chapter 37 Empirical process methods in econometrics
pp. 2383
Chapter 40 Classical estimation methods for LDV models using simulation
pp. 2443
Chapter 41 Estimation of semiparametric models
pp. 2523
Chapter 42 Restrictions of economic theory in nonparametric methods
pp. 2739
Chapter 46 Unit roots, structural breaks and trends
pp. 2843
Chapter 47 Vector autoregressions and cointegration
pp. 2959
Chapter 49 Arch models
pp. 3081
Chapter 51 Structural estimation of markov decision processes
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