Mean reversion versus random walk in G7 stock prices evidence from multiple trend break unit root tests
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference16 articles.
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4. Break point estimation and spurious rejections with endogenous unit root tests;Lee;Oxford Bulletin of Economics and Statistics,2001
5. Lee, J., Strazicich, M.C., 2003a. Minimum LM unit root test with one structural break, Mimeo.
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