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

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