Finite-sample properties of modified unit root tests in the presence structural change
Date first appeared online | |
DOI | 10.1016/S0096-3003(03)00167-X |
Authors | Cook S. |
Journal Name | Applied Mathematics and Computation |
Volume | 149 |
Date first appeared online | |
DOI | 10.1016/S0096-3003(03)00167-X |
Authors | Cook S. |
Journal Name | Applied Mathematics and Computation |
Volume | 149 |