Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative (Q4458367): 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 @@
+Q4884570
@@ Property / cites work: Q4884570 / rank @@
+Normal rank
@@ Property / cites work @@
+JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
+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 @@
+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 @@
+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
+Normal rank
@@ Property / cites work @@
+Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative
+Normal rank