Nelson, Charles R. (contributor); Zivot, Eric (contributor); … - 2001 - [Elektronische Ressource]
or
11
p . This is because the distribution of the ZA test is
derived assuming a null with no structural change, the …,” Journal of Business and Economic
Statistics, 10, 237-250.
Dickey, D.A., and Fuller, W.A. (1979), “Distribution of the …