Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious rejections by Dickey-Fuller tests in the presence of a break under the null |
scientific article |
Statements
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (English)
0 references
22 September 1999
0 references
convergence
0 references
smooth transitions
0 references
stationary tests
0 references
structural break
0 references
unit autoregressive roots
0 references
tables
0 references
time series
0 references
