Unit root tests for time series with a structural break when the break point is known

Authors
Lutkepohl, H Muller, C Saikkonen, P
Citation
H. Lutkepohl et al., Unit root tests for time series with a structural break when the break point is known, INT SYMP EC, 2001, pp. 327-348
Categorie Soggetti
Current Book Contents","Current Book Contents
Journal title
NONLINEAR STATISTICAL MODELING → ACNP
Year of publication
2001
Pages
327 - 348
Database
ISI
SICI code