Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (Q1612931)
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scientific article; zbMATH DE number 1796628
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| English | Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative |
scientific article; zbMATH DE number 1796628 |
Statements
Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative (English)
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5 September 2002
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unit root
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trend-break
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economic time series
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F-statistics
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0.8773791193962097
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0.859916090965271
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0.8592463731765747
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0.8419830799102783
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