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GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypothesis
Carrion i Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10003904443
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GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
Carrion-i-Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric theory 25 (2009) 6, pp. 1754-1792
Persistent link: https://www.econbiz.de/10008325210