2

An LM Test for a Unit Root in the Presence of a Structural Change

Year:
1995
Language:
english
File:
PDF, 502 KB
english, 1995
5

Consistency of the KPSS unit root test against fractionally integrated alternative

Year:
1997
Language:
english
File:
PDF, 67 KB
english, 1997
6

An LM Test for a Unit Root in the Presence of a Structural Change

Year:
1995
Language:
english
File:
PDF, 944 KB
english, 1995