Spurious rejections by Dickey-Fuller tests in the presence of an endogenously determined break under the null
Year of publication: |
2010
|
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Authors: | Amador, Rosa Badillo ; Belaire-Franch, Jorge ; Reverte Maya, Carmelo |
Published in: |
Revista de métodos cuantitativos para la economía y la empresa. - Sevilla : [Verlag nicht ermittelbar], ISSN 1886-516X, ZDB-ID 2584041-1. - Vol. 9.2010, p. 3-16
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Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Zsfassung in span. Sprache Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/59081 [Handle] |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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