Behaviour of Dickey-Fuller Unit-Root Tests Under Trend Misspecification
Year of publication: |
2004
|
---|---|
Authors: | Kim, Tae-Hwan ; Leybourne, Stephen J. ; Newbold, Paul |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Modellierung | Scientific modelling | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis |
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