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On the end-point issue in unit root tests in the presence of a structural break


  • Lee, Junsoo


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  • Lee, Junsoo, 2000. "On the end-point issue in unit root tests in the presence of a structural break," Economics Letters, Elsevier, vol. 68(1), pages 7-11, July.
  • Handle: RePEc:eee:ecolet:v:68:y:2000:i:1:p:7-11

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    References listed on IDEAS

    1. Amsler, Christine & Lee, Junsoo, 1995. "An LM Test for a Unit Root in the Presence of a Structural Change," Econometric Theory, Cambridge University Press, vol. 11(02), pages 359-368, February.
    2. Leybourne, Stephen J. & C. Mills, Terence & Newbold, Paul, 1998. "Spurious rejections by Dickey-Fuller tests in the presence of a break under the null," Journal of Econometrics, Elsevier, vol. 87(1), pages 191-203, August.
    3. Park, Rolla Edward & Mitchell, Bridger M., 1980. "Estimating the autocorrelated error model with trended data," Journal of Econometrics, Elsevier, vol. 13(2), pages 185-201, June.
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    Cited by:

    1. Singh, Prakash & Pandey, Manoj K., 2009. "Structural break, stability and demand for money in India," MPRA Paper 15425, University Library of Munich, Germany.

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