Testing for Unit Roots in Autoregressions with Multiple...

Testing for Unit Roots in Autoregressions with Multiple Level Shifts

Giuseppe Cavaliere and Iliyan Georgiev
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Volume:
23
Language:
english
Journal:
Econometric Theory
DOI:
10.2307/4497831
Date:
December, 2007
File:
PDF, 4.94 MB
english, 2007
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