Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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Publication:4762169
DOI10.1111/1368-423X.00036zbMath0965.62074MaRDI QIDQ4762169
Stephen J. Leybourne, Paul Newbold
Publication date: 31 July 2001
Published in: The Econometrics Journal (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62F03: Parametric hypothesis testing
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