Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
Stephen J. Leybourne and Paul Newbold
| Year of publication: |
2000
|
|---|---|
| Authors: | Leybourne, Stephen James ; Newbold, Paul |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 3.2000, 1, p. 1-15
|
| Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001532194