Testing for a unit root in a time series with a level shift at unknown time

Econometric Theory

Volumn 18, Issue 2, 2002, Pages 313-348

  Saikkonen, Pentti ^a   Lütkepohl, Helmut ^b,c  

^a UNIVERSITY OF HELSINKI   (Finland)

^b EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^c HUMBOLDT UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036004261     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466602182053     Document Type: Article

References (17)

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