GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
| Year of publication: |
2009
|
|---|---|
| Authors: | Carrion-i-Silvestre, Josep Lluís ; Kim, Dukpa ; Perron, Pierre |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 25.2009, 6, p. 1754-1792
|