A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS
Open Access
- 27 March 2003
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 24 (2) , 159-164
- https://doi.org/10.1111/1467-9892.00300
Abstract
No abstract availableKeywords
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- Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root HypothesisJournal of Business & Economic Statistics, 1992
- Comparisons of Tests for the Presence of Random Walk Coefficients in a Simple Linear ModelJournal of the American Statistical Association, 1983