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  "Title": "Unit Root Tests with Structural Breaks and Fully-Modified\nEstimators",
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  "Authors@R": "person(given = \"Ho\",\nfamily = \"Tsung-wu\",\nrole = c(\"aut\", \"cre\"),\nemail = \"tsungwu@ntnu.edu.tw\")",
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  "Description": "Procedures include Phillips (1995) FMVAR\n<doi:10.2307/2171721>, Kitamura and Phillips (1997) FMGMM\n<doi:10.1016/S0304-4076(97)00004-3>, Park (1992) CCR\n<doi:10.2307/2951679>, and so on. Tests with 1 or 2 structural\nbreaks include Gregory and Hansen (1996)\n<doi:10.1016/0304-4076(69)41685-7>, Zivot and Andrews (1992)\n<doi:10.2307/1391541>, and Kurozumi (2002)\n<doi:10.1016/S0304-4076(01)00106-3>.",
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    "sw",
    "tukham",
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    "ZA_1br",
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      "title": "Bartlett Kernel for Consistent Estimate of Long-run Variance",
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      "page": "Bartlett_uni",
      "title": "Bartlett Kernel for Consistent Estimate of Long-run Variance",
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      ]
    },
    {
      "page": "bohman",
      "title": "Bohman Kernel for Consistent Estimate of Long-run Variance",
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    },
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      "title": "Canonical Cointegrating Regression with Time Polynomial",
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    {
      "page": "CZa",
      "title": "Phillips' (1987) Za and Zt test for cointegration",
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    },
    {
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      "title": "Macroeconomic Time Series Data Sets, 1967M1-2025M7",
      "topics": [
        "macro"
      ]
    },
    {
      "page": "dchlet",
      "title": "Dirichlet Kernel for Consistent Estimate of Long-run Variance",
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    {
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      "page": "fmgive",
      "title": "Fully-Modified GIVE Estimator",
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      "page": "fmgmm",
      "title": "Fully-Modified GMM Estimator",
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      "page": "fmQ",
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    },
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      "page": "kpss",
      "title": "KPSS Unit Root Test for the null of stationarity",
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    },
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      "page": "kpss_1br",
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    },
    {
      "page": "kpss_2br",
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    {
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