Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (Q4677041)
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scientific article; zbMATH DE number 2169613
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| English | Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification |
scientific article; zbMATH DE number 2169613 |
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Behaviour of Dickey–Fuller Unit‐Root Tests Under Trend Misspecification (English)
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20 May 2005
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Dickey-Fuller unit-root tests
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trend misspecification
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structural break
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0.8524469137191772
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0.8419830799102783
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0.8419830799102783
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0.8356832265853882
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0.8349323868751526
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