This paper has been announced in the following NEP Reports:

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• NEP-ECM-2006-10-28 (Econometrics)
• NEP-ETS-2006-10-28 (Econometric Time Series)
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1. Brendan K. Beare, 2008. "Unit Root Testing with Unstable Volatility," Economics Papers 2008-W06, Economics Group, Nuffield College, University of Oxford. [Downloadable!]