"Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts ..."

Yujin Oh, Yu-Seop Kim (2015)

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DOI: 10.1080/03610918.2013.800206

access: closed

type: Journal Article

metadata version: 2020-05-10

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Yujin Oh, Yu-Seop Kim:
Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative. Commun. Stat. Simul. Comput. 44(6): 1465-1476 (2015)

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