Comparison of unit root tests for time series with level shifts

Forskningsoutput: Tidskriftsbidrag › Artikel › Vetenskaplig › Peer review

Originalspråk	engelska
Tidskrift	Journal of Time Series Analysis
Volym	23
Nummer	6
Sidor (från-till)	667-685
Antal sidor	19
ISSN	0143-9782
Status	Publicerad - 2002
MoE-publikationstyp	A1 Tidskriftsartikel-refererad

Vetenskapsgrenar

@article{99bd4fbefa0e4d829c0f24ee9879039d,

title = "Comparison of unit root tests for time series with level shifts",

keywords = "511 Economics, 112 Statistics and probability",

author = "Markku Lanne and Helmut L{\"u}tkepohl and Pentti Saikkonen",

year = "2002",

language = "English",

volume = "23",

pages = "667--685",

journal = "Journal of Time Series Analysis",

issn = "0143-9782",

publisher = "Wiley Blackwell",

number = "6",

}