Test Procedures for Unit Roots in Time Series with Level Shifts at Unknown Time

By Markku Lanne, Helmut Lütkepohl, Pentti Saikkonen. 2003

146 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/5b068e7b68e5f9aafc5f9431eb506fbadc909bec