Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Cointegration tests in the presence of structural breaks
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+Unit roots and smooth transitions
@@ Property / cites work: Unit roots and smooth transitions / rank @@
+Normal rank
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+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Q126628571
@@ Property / Wikidata QID: Q126628571 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1305655