Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (Q2483432)
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scientific article; zbMATH DE number 5268491
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| English | Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis |
scientific article; zbMATH DE number 5268491 |
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Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis (English)
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28 April 2008
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unit root
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break
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normalized estimator
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Dickey-Fuller F-statistics
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0.9066781997680664
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0.9023414254188538
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0.8895137310028076
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0.8592463731765747
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0.8592463731765747
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