Size and power properties of powerful unit root tests in the presence of variance breaks
| Date first appeared online | |
| DOI | 10.1016/S0378-4371(02)01344-4 |
| Authors | Cook S. |
| Journal Name | Physica A: Statistical Mechanics and its Applications |
| Volume | 317 |
| Date first appeared online | |
| DOI | 10.1016/S0378-4371(02)01344-4 |
| Authors | Cook S. |
| Journal Name | Physica A: Statistical Mechanics and its Applications |
| Volume | 317 |