Testing for a unit root in the presence of a variance shift1
| Year of publication: |
1997
|
|---|---|
| Authors: | Hamori, Shigeyuki ; Tokihisa, Akira |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 57.1997, 3, p. 245-253
|
| Publisher: |
Elsevier |