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Josep, Carrion-i-Silvestre ; Jushan, Bai. (2004) Structural changes, common stochastic trends and unit roots in panel data.
In: Econometric Society 2004 North American Summer Meetings. RePEc:ecm:nasm04:345.

Full description at Econpapers

cites:

[14] Chen, C. and L. Liu (1993): Joint Estimation of Model Parameters and Outlier Eects in the Time Series. Journal of the American Statistical Association, 88, 284-297.

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