On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643)
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scientific article; zbMATH DE number 6984050
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| English | On infimum Dickey-Fuller unit root tests allowing for a trend break under the null |
scientific article; zbMATH DE number 6984050 |
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On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (English)
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23 November 2018
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unit root test
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trend break
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minimum Dickey-Fuller test
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0.94697064
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0.9267956
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0.9155928
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0.91163695
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0.9090155
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0.90787315
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0.90466356
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