A new unit root test with two structural breaks in level and slope at unknown time

Journal of Applied Statistics

Volumn 37, Issue 9, 2010, Pages 1425-1438

  Narayan, Paresh Kumar ^a   Popp, Stephan ^b  

^a DEAKIN UNIVERSITY   (Australia)

^b UNIVERSITY OF DUISBURG ESSEN   (Germany)

Author keywords

Break date estimation; Monte Carlo simulations; Multiple structural breaks; Unit root test; US macroeconomic variables

Indexed keywords

EID: 77956413312     PISSN: 02664763     EISSN: 13600532     Source Type: Journal    
DOI: 10.1080/02664760903039883     Document Type: Article

References (18)

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