Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors

Computational Economics

Volumn 20, Issue 3, 2002, Pages 157-176

  Brooks, Chris ^a   Rew, Alistair G ^a  

^a UNIVERSITY OF READING   (United Kingdom)

Author keywords

GARCH; perron test; structural breaks; unit roots

Indexed keywords

EID: 84867974430     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1020945428824     Document Type: Article

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