Chains consisting of rigid segments connected by flexible joints constitute an important class of polymers. The joints may be modeled as rigid constraints (the needle chain polymer model) or as springs interconnecting the ends of nearest neighbor segments where both the equilibrium length and...

The lack of suitable critical values for the Dickey-Fuller integrability test in finite-samples can drive researchers to spurious conclusions when using asymptotic critical values. In this paper we estimate response surfaces for the Dickey-Fuller unit root test with structural breaks that allow...

Nous présentons dans ce papier une synthèse critique des procédures de tests de la racine unitaire les plus utilisées dans la littérature empirique en distinguant celles qui supposent que la composante déterministe de la série considérée suit une tendance linéaire de celles qui...