Behavior of Dickey-Fuller t-Tests When There Is a Break under the Alternative Hypothesis
| Year of publication: |
2000
|
|---|---|
| Authors: | Leybourne, Stephen J. ; Newbold, Paul |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 16.2000, 5, p. 779-790
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