Unit-root testing against the alternative hypothesis of up to m structural breaks

Journal of Time Series Analysis

Volumn 26, Issue 1, 2005, Pages 123-133

  Kapetanios, George ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Structural break; Unit root

Indexed keywords

EID: 12444264801     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2005.00393.x     Document Type: Article

References (13)

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