Testing for a unit root in the presence of a variance shift

Economics Letters

Volumn 57, Issue 3, 1997, Pages 245-253

  Hamori, Shigeyuki ^a   Tokihisa, Akira ^a  

^a KOBE UNIVERSITY   (Japan)

Author keywords

Hypothesis testing; Structural break; Unit root test

Indexed keywords

EID: 0031578583     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1765(97)00245-0     Document Type: Article

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