Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypotheses Reconsidered
Year of publication: |
1997
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Authors: | Nunes, Luis C. ; Newbold, Paul ; Kuan, Chung-Ming |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 2151595. - Vol. 59.1997, 4, p. 435-448
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