Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
type: Item
instance of: scholarly article
title: Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
zbMATH Open document ID: 0944.62083
DOI: 10.1016/S0304-4076(98)00014-1
author: Stephen Leybourne
author: Terence C. Mills
author: Paul Newbold
published in: Journal of Econometrics
publication date: 1999-09-22T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1342882
zbMATH Keywords: convergence
zbMATH Keywords: smooth transitions
zbMATH Keywords: stationary tests
zbMATH Keywords: structural break
zbMATH Keywords: unit autoregressive roots
zbMATH Keywords: tables
zbMATH Keywords: time series
MaRDI profile type: Publication
cites work: Cointegration tests in the presence of structural breaks
cites work: Unit roots and smooth transitions
cites work: Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Wikidata QID: Q126628571
description: scientific article; zbMATH DE number 1342882