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

Econometric Theory 1995 / 2 Vol. 11; Iss. 2

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

Amsler, Christine, Lee, Junsoo
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Volume:
11
Language:
english
Journal:
Econometric Theory
DOI:
10.1017/s026646660000921x
Date:
February, 1995
File:
PDF, 502 KB
english, 1995
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