Testing for Unit Roots Under Multiple Possible Trend Breaks and Non‐Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics

Publisher： John Wiley & Sons Inc

E-ISSN： 1467-9892|36|5|603-629

ISSN： 0143-9782

Source： JOURNAL OF TIME SERIES ANALYSIS, Vol.36, Iss.5, 2015-09, pp. : 603-629

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