ZIVOT: RATS procedure to perform Zivot-Andrews Unit Root Test
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- Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-270, July.
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KeywordsUnit root tests with breaks;
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