Unit root testing with stationary covariates and a structural break in the trend function
Version of Record 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 online: 25 APR 2013
- Version of Record online: 14 MAR 2013
- Manuscript Accepted: 2 JAN 2013
- Manuscript Revised: 31 MAY 2012
- Manuscript Received: 19 JUL 2011
Options for accessing this content:
- If you are a society or association member and require assistance with obtaining online access instructions please contact our Journal Customer Services team.
- If your institution does not currently subscribe to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- If you already have a Wiley Online Library or Wiley InterScience user account: login above and proceed to purchase the article.
- New Users: Please register, then proceed to purchase the article.
Login via OpenAthens
Search for your institution's name below to login via Shibboleth.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!