TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
| Year of publication: |
2002
|
|---|---|
| Authors: | Saikkonen, Pentti ; L tkepohl, Helmut |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 18.2002, 02, p. 313-348
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |