TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Year of publication: |
2011
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Authors: | Cavaliere, Giuseppe ; Harvey, David I. ; Leybourne, Stephen J. ; Taylor, A.M. Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 27.2011, 5 (25.3.), p. 957-992
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