Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432): Difference between revisions

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+https://doi.org/10.1016/j.spl.2007.09.024
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+W2004517320
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+BEHAVIOR OF DICKEY–FULLER <i>t</i>-TESTS WHEN THERE  IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis.
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative
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+Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative
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