Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (Q1695668)
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scientific article; zbMATH DE number 6835916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null |
scientific article; zbMATH DE number 6835916 |
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Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null (English)
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7 February 2018
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explosive autoregression
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structural break
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unit root
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