Unit root testing in the presence of innovation variance breaks: a simple solution with increased power.
Cook, Steven
Journal of Applied Mathematics, Tome 2 (2002), p. 233-240 / Harvested from The Electronic Library of Mathematics
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Publié le : 2002-01-01
DOI : https://doi.org/10.1155/S1110757X02107029
EUDML-ID : urn:eudml:doc:53040 
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     title = {Unit root testing in the presence of innovation variance breaks: a simple solution with increased power.},
     journal = {Journal of Applied Mathematics},
     volume = {2},
     year = {2002},
     pages = {233-240},
     doi = {10.1155/S1110757X02107029},
     zbl = {1107.62358},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01821321}
}

Cook, Steven. Unit root testing in the presence of innovation variance breaks: a simple solution with increased power.. Journal of Applied Mathematics, Tome 2 (2002) pp. 233-240. doi : 10.1155/S1110757X02107029. http://gdmltest.u-ga.fr/item/01821321/