Testing For Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered
Luis Catela Nunes,
Paul Newbold,
Chung-Ming Kuan
Oxford Bulletin of Economics and Statistics,
vol. 59, 1997, p. 435-448.
Spurious Number of Breaks
Luis Catela Nunes,
Paul Newbold,
Chung-Ming Kuan
Economics Letters,
vol. 50, 1996, p. 175-178.
Spurious Break
Luis Catela Nunes,
Chung-Ming Kuan,
Paul Newbold
Econometric Theory,
vol. 11, 1995, p. 736-749.