Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative

Yujin Oh, Yu-Seop Kim. Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative. Communications in Statistics - Simulation and Computation, 44(6):1465-1476, 2015. [doi]

Authors

Yujin Oh

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Yu-Seop Kim

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