Minimum lagrange multiplier unit root test with two structural breaks
Year of publication: |
2003
|
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Authors: | Lee, Junsoo ; Strazicich, Mark |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 85.2003, 4, p. 1082-1089
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory |
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