Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks
Author:
Publisher
MIT Press - Journals
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Link
http://www.mitpressjournals.org/doi/pdf/10.1162/003465303772815961
Reference20 articles.
1. Some tests for unit roots in autoregressive-integrated-moving average models with deterministic trends
2. An LM Test for a Unit Root in the Presence of a Structural Change
3. Structural breaks in parallel markets?: the case of Nigeria, 1980–1993
4. Unit roots, postwar slowdowns and long-run growth: Evidence from two structural breaks
5. Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level
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