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Keywordsoil price; business cycle; structural breaks; asymptotic normal; fractional cointegration; Monte Carlo experiment; residual-based test; HAC estimator; kernel; bandwidth; partial structural change; break point; deterministic trend; linear trend; multiple trend shifts; underspecified break number; Pitman drift; limiting distribution; hypothesis testing; LM test; slope change; spurious break; trend function; unit roots; structural breaks; interest rates; inflation; Fisher effect; panel model; structural change; spatial econometrics; spatio-temporal; U.S. state budget; unit root tests; structural change; truncation lag; GLS detrending; information criteria; sequential general to specific t-sig method; n/a
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