Unit root tests with level shift in the presence of GARCH
| Year of publication: |
1995
|
|---|---|
| Authors: | Hecq, Alain |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 49.1995, 2, p. 125-130
|
| Publisher: |
Elsevier |