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Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypotheses Reconsidered
Nunes, Luis C.; Newbold, Paul; Kuan, Chung-Ming - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10006471480
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Testing for unit roots with breaks : evidence on the great crash and the unit root hypothesis reconsidered
Nunes, Luis C. - In: Oxford bulletin of economics and statistics 59 (1997) 4, pp. 435-448
Persistent link: https://www.econbiz.de/10001230927
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Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno; Nunes, Luis C. - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 394-411
Persistent link: https://www.econbiz.de/10011494825