Title:

Testing For Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered

Authors:

Luis Catela Nunes (U Nova)
Paul Newbold (U Nottingham)
Chung-Ming Kuan (National Taiwan University)

Journal:

Oxford Bulletin of Economics and Statistics

Year:

1997

Volume:

59

Pages:

435-448

JEL codes:

C22 - Time-Series Models
E20 - General