Maekawa, Koichi; He, Zonglu; Tee, Kianheng - In: Mathematics and Computers in Simulation (MATCOM) 64 (2004) 1, pp. 95-101
In econometric literatures, a number of tests for unit roots have been proposed in the presence of structural changes in I(1) and I(0) model when the numbers of break points are or are not known (though their locations are unknown). Recently, Hatanaka and Yamada [A unit root test in the presence...