Spurious rejections by Perron tests in the presence of a misplaced or second break under the null:
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Bibliographic Details
Main Authors: Kim, Tae-Hwan (Author), Leybourne, Stephen J. (Author), Newbold, Paul (Author)
Format: Book
Language:English
Published: Nottingham Univ., Department of Economics 1999
Series:Discussion papers in economics / Department of Economics, University of Nottingham 99/37
Physical Description:11 S.

There is no print copy available.

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