Jun, Duk Bin; Park, Dae Keun - In: Journal of Forecasting 29 (2010) 3, pp. 301-312
Testing the existence of unit root and|or level change is necessary in order to understand the underlying processes of time series. In many studies carried out so far, the focus was only on a single aspect of unit root and level change, therefore limiting a full assessment of the given problems....
