Unit-root testing against the alternative hypothesis of up to m structural breaks
Author:
Publisher
Wiley
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1467-9892.2005.00393.x/fullpdf
Reference13 articles.
1. A NOTE ON SPURIOUS BREAK
2. Estimating and Testing Linear Models with Multiple Structural Changes
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