Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis (Q2716487)
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scientific article; zbMATH DE number 1599044
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| English | Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis |
scientific article; zbMATH DE number 1599044 |
Statements
2 September 2001
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simulations
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Dickey-Fuller t-tests
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Behavior of Dickey-Fuller \(t\)-tests when there is a break under the alternative hypothesis (English)
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0.8773791193962097
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0.8773791193962097
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0.8524469137191772
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0.8500202894210815
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0.8384560942649841
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