Unit root tests in the presence of structural breaks: Evidence from African stock markets

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	119-137
Number of pages	19
Journal	Economic Journal of Emerging Markets
Volume	12
Issue number	2
DOIs	https://doi.org/10.20885/ejem.vol12.iss2.art1
Publication status	Published - 2020

African stocks, structural breaks, mean-reversion, random-walk, unit root test, MACROECONOMIC TIME-SERIES, OIL-PRICE SHOCK, RANDOM-WALK, EFFICIENT EVIDENCE, GREAT CRASH, HYPOTHESIS, COMPONENTS, SELECTION, MODELS, MEMORY

ID: 20521362