Behavior of Dickey-Fuller t-tests when there is a break under the alternative hypothesis
Year of publication: |
2000
|
---|---|
Authors: | Leybourne, Stephen James ; Newbold, Paul |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 16.2000, 5, p. 779-789
|
Subject: | Einheitswurzeltest | Unit root test | Strukturbruch | Structural break | Theorie | Theory |
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