Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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Publication:1305655
DOI10.1016/S0304-4076(98)00014-1zbMath0944.62083WikidataQ126628571 ScholiaQ126628571MaRDI QIDQ1305655
Stephen J. Leybourne, Terence C. Mills, Paul Newbold
Publication date: 22 September 1999
Published in: Journal of Econometrics (Search for Journal in Brave)
tablesconvergencetime seriesstructural breaksmooth transitionsstationary testsunit autoregressive roots
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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