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STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS.

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Bibliographic Details
Title: STRUCTURAL CHANGE IN NONSTATIONARY AR(1) MODELS.
Authors: Pang, Tianxiao1 txpang@zju.edu.cn, Tai-Leung Chong, Terence2, Zhang, Danna3, Liang, Yanling1
Source: Econometric Theory. Oct2018, Vol. 34 Issue 5, p985-1017. 33p.
Database: Mathematics Source
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