Unit root tests with level shift in the presence of GARCH
| Year of publication: |
1995
|
|---|---|
| Authors: | Hecq, A. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 49.1995, 2, p. 125-130
|