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Showing 1 to 1 of 1 for “"Breakpoint Unit Root Test"”.
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An analysis of the OPEC Reference Basket with regards to African Pricing and Spread to the WTI and Brent
… price data series set and with the aid of a breakpoint unit root test and Cusum of Squared test to determine if there was a change in the persistence of the spread of each African benchmark relative to the global benchmarks. The results for from the unit root test indicated the presence of a …