Testing for a unit root in a time series with a changing mean

Journal of Business and Economic Statistics

Volumn 8, Issue 2, 1990, Pages 153-162

  Perron, Pierre ^a,b  

^a PRINCETON UNIVERSITY   (United States)

^b Centre de Recherche en Développement Humain   (Canada)

Author keywords

Functional weak convergence; Hypothesis testing; Intervention analysis; Non stationarity; Structural change

Indexed keywords

EID: 84948500109     PISSN: 07350015     EISSN: 15372707     Source Type: Journal    
DOI: 10.1080/07350015.1990.10509786     Document Type: Article

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