Testing of unit roots and other fractionally integrated hypotheses in the presence of structural breaks

Empirical Economics

Volumn 28, Issue 1, 2003, Pages 101-113

  Gil Alana, Luis A ^a  

^a UNIVERSITY OF NAVARRA   (Spain)

Author keywords

Long memory; Structure breaks; Unit roots

Indexed keywords

HYPOTHESIS TESTING;

EID: 0037255264     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s001810100121     Document Type: Article

References (21)

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