Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (Q4762169)
From MaRDI portal
scientific article; zbMATH DE number 1568638
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis |
scientific article; zbMATH DE number 1568638 |
Statements
Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis (English)
0 references
31 July 2001
0 references
structural breaks
0 references
unit root tests
0 references
weighted symmetric estimator
0 references
spurious stationarity
0 references
