Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
| Year of publication: |
1998
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|---|---|
| Authors: | Leybourne, Stephen J. ; Mills, Terence C. ; Newbold, Paul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 87.1998, 1, p. 191
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