Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432): Difference between revisions
From MaRDI portal
Latest revision as of 22:24, 27 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis |
scientific article |
Statements
Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (English)
0 references
28 April 2008
0 references
unit root
0 references
break
0 references
normalized estimator
0 references
Dickey-Fuller F-statistics
0 references
0 references
0 references