Unit root testing with stationary covariates and a structural break in the trend function
Article first published online: 14 MAR 2013
© 2013 Wiley Publishing Ltd.
Journal of Time Series Analysis
Volume 34, Issue 3, pages 368–384, May 2013
How to Cite
Fossati, S. (2013), Unit root testing with stationary covariates and a structural break in the trend function. Journal of Time Series Analysis, 34: 368–384. doi: 10.1111/jtsa.12020
- Issue published online: 25 APR 2013
- Article first published online: 14 MAR 2013
- Manuscript Accepted: 2 JAN 2013
- Manuscript Revised: 31 MAY 2012
- Manuscript Received: 19 JUL 2011
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