GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses

Josep Lluís Carrion-I-Silvestre, Dukpa Kim, Pierre Perron

Research output: Contribution to journalArticlepeer-review

256 Citations (Scopus)

Fingerprint

Dive into the research topics of 'GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses'. Together they form a unique fingerprint.

Business & Economics

Social Sciences