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Testing for a Deterministic Trend when there is Evidence of Unit Root

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Figure

Table 1):
Table 2: Break location and asymptotic critical values for the R2 test.
Figure 2: Asymptotic distribution of√tπˆT under the null hypothesis
Figure 3: Rthe drift; (a)2 test-statistic in the presence of autocorrelation and for different values of T = 75 obs
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