Size and power properties of powerful unit root tests in the presence of variance breaks (Q1852532)
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scientific article; zbMATH DE number 1849508
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| English | Size and power properties of powerful unit root tests in the presence of variance breaks |
scientific article; zbMATH DE number 1849508 |
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Size and power properties of powerful unit root tests in the presence of variance breaks (English)
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6 January 2003
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time series
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Dickey-Fuller test
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variance breaks
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0.8880313038825989
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0.8734681606292725
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0.8639174699783325
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0.8535920977592468
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