https://ideas.repec.org/a/ebl/ecbull/eb-13-00296.html
Minimum LM unit root test with one structural break
Downloadable! In this paper, we consider the minimum Lagrange Multiplier (LM) unit root test with one structural break in intercept and trend. This paper...
unit root testminimumlmonestructural
https://ideas.repec.org/p/apl/wpaper/04-17.html
Minimum LM Unit Root Test with One Structural Break
Downloadable! In this paper, we propose a minimum LM unit root test that endogenously determines a structural break in intercept and trend. Critical values are...
unit root testminimumlmonestructural