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Specification sensitivities in right-tailed unit root testing for financial bubbles
Shi, Shu-ping
;
Phillips, Peter C. B.
;
Yu, Jun
-
2011
Persistent link: https://www.econbiz.de/10009259877
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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : comment
Siliverstovs, Boriss
(
contributor
)
- In:
Economics bulletin : EB
(
2003
)
Persistent link: https://www.econbiz.de/10002174439
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3
Unusual behavior of Dickey-Fuller tests in presence of trend mis-specification
Cook, Steven
(
contributor
);
Manning, D. N.
(
contributor
)
- In:
Economics bulletin : EB
(
2002
)
Persistent link: https://www.econbiz.de/10001740841
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