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]
@article{OhK15,
title = {Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative},
author = {Yujin Oh and Yu-Seop Kim},
year = {2015},
doi = {10.1080/03610918.2013.800206},
url = {http://dx.doi.org/10.1080/03610918.2013.800206},
researchr = {https://researchr.org/publication/OhK15},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {44},
number = {6},
pages = {1465-1476},
}