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Asymptotic Behavior of the Cusum of Squares Test under Stochastic and Deterministic Time Trends

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01 Aug 11

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Nielsen, B. & Sohkanen, J. (2011). Asymptotic behaviour of the CUSUM of squares test under stochastic and deterministic time trends. Econometric Theory, 27, 913-927.

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Asymptotic Behavior of the Cusum of Squares Test under Stochastic and Deterministic Time Trends

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