Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses
Chang, S.Y.; Perron, P. Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. Econometrics 2017, 5, 5. https://doi.org/10.3390/econometrics5010005
Chang SY, Perron P. Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses. Econometrics. 2017; 5(1):5. https://doi.org/10.3390/econometrics5010005
Chicago/Turabian StyleChang, Seong Y., and Pierre Perron. 2017. "Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses" Econometrics 5, no. 1: 5. https://doi.org/10.3390/econometrics5010005