Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time

Oxford Bulletin of Economics and Statistics

Volumn 65, Issue 1, 2003, Pages 91-115

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

^a UNIVERSITY OF HELSINKI   (Finland)

^b EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^c HUMBOLDT UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0141796677     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.00036     Document Type: Article

References (20)

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