The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (Q1962152)
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scientific article; zbMATH DE number 1395110
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. |
scientific article; zbMATH DE number 1395110 |
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The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis. (English)
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1999
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