Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (Q4762169): Difference between revisions
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Latest revision as of 10:14, 30 July 2024
scientific article; zbMATH DE number 1568638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis |
scientific article; zbMATH DE number 1568638 |
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Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (English)
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31 July 2001
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structural breaks
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unit root tests
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weighted symmetric estimator
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spurious stationarity
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