GLS detrending, efficient unit root tests and structural change
| Year of publication: |
2003
|
|---|---|
| Authors: | Perron, Pierre ; Rodriguez, Gabriel |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 115.2003, 1, p. 1-27
|
| Publisher: |
Elsevier |