Título:

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

Autores:

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

Revista:

Oxford Bulletin of Economics and Statistics

Ano:

1997

Volume:

59

Páginas:

435-448

Códigos JEL:

C22 - Time-Series Models
E20 - General