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Original Articles

Exact distribution and critical values of a unit root test in the presence of change in variance

Pages 855-860 | Published online: 22 Aug 2006

References

References

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  • Perron , P and Vogelsang , TJ . 1992 . Testing for a unit root in a time series with a changing mean: corrections and extensions . Journal of Business and Economic Statistics , 10 : 467 – 70 .

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