Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (Q1305655)
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scientific article; zbMATH DE number 1342882
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious rejections by Dickey-Fuller tests in the presence of a break under the null |
scientific article; zbMATH DE number 1342882 |
Statements
Spurious rejections by Dickey-Fuller tests in the presence of a break under the null (English)
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22 September 1999
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convergence
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smooth transitions
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stationary tests
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structural break
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unit autoregressive roots
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tables
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time series
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