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

B-Tier
Journal: Econometric Theory
Year: 1995
Volume: 11
Issue: 2
Pages: 359-368

Authors (2)

Amsler, Christine (not in RePEc) Lee, Junsoo (University of Alabama-Tuscaloo...)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:cup:etheor:v:11:y:1995:i:02:p:359-368_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25