Nelson, Charles R. (contributor); Zivot, Eric (contributor); … - 2001 - [Elektronische Ressource]
of structural
change most often considered in the macroeconomics and finance literature. The literature
surrounding … remaining sort of structural change relevant to unit root tests will be
14
long run breaks, such as the much discussed … or
11
p . This is because the distribution of the ZA test is
derived assuming a null with no structural change, the …