Fractional Unit Root Tests Allowing for a Structural Change in Trend under Both the Null and Alternative Hypotheses

Author: Chang Seong Yeon   Perron Pierre  

Publisher: MDPI

E-ISSN: 2225-1146|5|1|5-5

ISSN: 2225-1146

Source: Econometrics, Vol.5, Iss.1, 2017-01, pp. : 5-5

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Abstract