Unit root tests with a break in innovation variance /
Kim, Tae-Hwan,1965-
Leybourne, Stephen J.
Newbold, Paul.
Experian Centre for Economic Modelling.
Nottingham : Experian Centre for Economic Modelling, University of Nottingham,
2000.
Includes bibliographical references.
Time-series analysis.
Mathematical statistics.
Economics, Mathematical.