Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level
| Year of publication: |
2001
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen J. ; Newbold, Paul |
| Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 63.2001, 5, p. 559-576
|