The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152)

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The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis.
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    title
    The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (English)
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    author
    Marcelo Bussotti Reyes
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    Antonio Montanés
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    publication date
    1999
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    Mathematics Subject Classification ID
    62P20
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    91B84
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    62M10
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    zbMATH DE Number
    1395110
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    OpenAlex ID
    W2090177502
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