Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Nielsen, Morten and Taylor, A. M. Robert (2022) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Journal of Business and Economic Statistics. pp. 880-896. ISSN: 0735-0015

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Item Type: Article
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© 2021 American Statistical Association. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details
Dates:
  • Accepted: 8 January 2021
  • Published (online): 11 March 2021
  • Published: 2022
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 12 Jan 2021 12:10
Last Modified: 27 Aug 2025 13:07
Published Version: https://doi.org/10.1080/07350015.2021.1876712
Status: Published
Refereed: Yes
Identification Number: 10.1080/07350015.2021.1876712
Open Archives Initiative ID (OAI ID):

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