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An LM Test for a Unit Root in the Presence of a Structural Change

Published online by Cambridge University Press:  11 February 2009

Christine Amsler  and
Junsoo Lee
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Abstract

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Type
Brief Report
Information
Econometric Theory , Volume 11 , Issue 2 , February 1995 , pp. 359 - 368
Copyright
Copyright © Cambridge University Press 1995

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References

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