Title

Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance

Authors

Amit Sen, Xavier University - CincinnatiFollow

Document Type

Article

Publication Title

Journal of Time Series Analysis

ISSN

01439782

Volume

28

Issue

5

First Page

686

700

Publication Date

9-2007

Recommended Citation

Sen, Amit, "Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance" (2007). Faculty Scholarship. 42.
https://www.exhibit.xavier.edu/economics_faculty/42