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Breaking trend panel unit root tests. (2006). Tam, Pui Sun.
In: Computing in Economics and Finance 2006.
RePEc:sce:scecfa:341.

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  15. Nelson, C.R., and Plosser, C.I. (1982), Trends and Random Walks in Macro-economic Time Series, Journal of Monetary Economics, 10, 139-162.

  16. Ng, S., and Perron, P. (1995), Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag, Journal of the American Statistical Association, 90, 268-281.

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