A new unit root test with two structural breaks in level and slope at unknown time

Narayan, Paresh and Popp, Stephan 2009, A new unit root test with two structural breaks in level and slope at unknown time, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title A new unit root test with two structural breaks in level and slope at unknown time
Author(s) Narayan, Paresh
Popp, Stephan
Publication date 2009
Series School Working Paper - Economics Series ; SWP 2009/11
Total pages 27
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) RePEc:dkn:econwp:eco_2009_11
Notes This working paper was later published in the journal 'Journal of Applied Statistics' and is available online: http://dx.doi.org/10.1080/02664760903039883
Language eng
HERDC Research category CN.1 Other journal article
Related work DU:30032690
Copyright notice ©2009, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105574

Document type: Report
Collection: RePEc Working Papers
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