Unit root tests with a break in innovation variance
Tae-Hwan Kim; Stephen Leybourne; Paul Newbold
| Year of publication: |
2002
|
|---|---|
| Authors: | Kim, Tae-hwan ; Leybourne, Stephen James ; Newbold, Paul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 109.2002, 2, p. 365-387
|
| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001689187