Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655): Difference between revisions
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| Property / cites work: Cointegration tests in the presence of structural breaks / rank | |||
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| Property / cites work: Unit roots and smooth transitions / rank | |||
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| Property / cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag / rank | |||
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| Property / cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis / rank | |||
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Latest revision as of 00:05, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious rejections by Dickey-Fuller tests in the presence of a break under the null |
scientific article |
Statements
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (English)
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22 September 1999
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convergence
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smooth transitions
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stationary tests
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structural break
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unit autoregressive roots
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tables
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time series
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