The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (Q3155648)

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The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks
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    title
    The Disappointing Properties of GLS-Based Unit Root Tests in the Presence of Structural Breaks (English)
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    author
    Steven Cook
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    Neil Manning
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    publication date
    17 January 2005
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    Identifiers

    DOI
    10.1081/SAC-200033390
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    zbMATH DE Number
    2129023
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