TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT AT UNKNOWN TIME
Saikkonen, Pentti, Lütkepohl, HelmutVolume:
18
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/S0266466602182053
Date:
April, 2002
File:
PDF, 270 KB
english, 2002