Unit root tests with a break in innovation variance.
type: Item
instance of: scholarly article
title: Unit root tests with a break in innovation variance.
zbMATH Open document ID: 1043.62107
DOI: 10.1016/S0304-4076(02)00118-5
author: Tae-Hwan Kim
author: Paul Newbold
author: Stephen Leybourne
published in: Journal of Econometrics
publication date: 2003-02-17T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1869199
zbMATH Keywords: Dickey-Fuller tests
zbMATH Keywords: integrated processes
zbMATH Keywords: Perron tests
zbMATH Keywords: structural break
MaRDI profile type: Publication
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full work available at URL: s0304-4076(02)00118-5
OpenAlex ID: W2135002783
description: scientific article; zbMATH DE number 1869199