Testing for a Unit Root in a Time Series with a Level Shift...

Testing for a Unit Root in a Time Series with a Level Shift at Unknown Time

Pentti Saikkonen and Helmut Lütkepohl
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Volume:
18
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/3533295
Date:
April, 2002
File:
PDF, 3.37 MB
english, 2002
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