Unit root testing with stationary covariates and a structural break in the trend function

Sebastian Fossati

Journal of Time Series Analysis, 2013, vol. 34, issue 3, 368-384

Date: 2013
References: Add references at CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://hdl.handle.net/10.1111/10.1111/(ISSN)1467-9892 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: Unit Root Testing with Stationary Covariates and a Structural Break in the Trend Function (2011)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:34:y:2013:i:3:p:368-384

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

DOI: 10.1111/(ISSN)1467-9892

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().