TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
Year of publication: |
2007
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Authors: | Cavaliere, Giuseppe ; Georgiev, Iliyan ; Aitchison, J. ; Silvey, S.D. ; Amsler, C. ; Lee, J. ; Bai, J. ; Perron, P. ; Balke, N.S. ; Fomby, T.B. ; Balke, N.S. ; Fomby, T.B. ; Banerjee, A. ; Lumsdaine, R.L. ; Stock, J.H. ; Bharucha-Reid, A.T. ; Brockwell, P. ; Davis, R. ; Busetti, F. |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 6, p. 1162-1216
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