Misspecification tests, unit roots and level shifts
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference7 articles.
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4. Efficient tests for normality, homoscedasticity, and serial independence of regression residuals;Jarque;Economics Letters,1980
5. The great crash, the oil price shock and the unit root hypothesis;Perron;Econometrica,1989
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