Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Nielsen, Morten and Taylor, A. M. Robert (2021) 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
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 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: |
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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: | 21 Jan 2025 17:51 |
Published Version: | https://doi.org/10.1080/07350015.2021.1876712 |
Status: | Published online |
Refereed: | Yes |
Identification Number: | 10.1080/07350015.2021.1876712 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:169964 |