Effect of a Shift in the Trend Function on Dickey-Fuller Unit Root Tests
| Year of publication: |
1998
|
|---|---|
| Authors: | Montañés, Antonio ; Reyes, Marcelo |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 14.1998, 3, p. 355-364
|