Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : Comment
Year of publication: |
2003
|
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Authors: | Siliverstovs, Boriss |
Publisher: |
Berlin : Deutsches Institut für Wirtschaftsforschung (DIW) |
Subject: | Unit Root Test | Modell-Spezifikation | Theorie | Dickey-Fuller test | unit root hypothesis testing |
Series: | DIW Discussion Papers ; 389 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 851378463 [GVK] hdl:10419/18151 [Handle] RePEc:diw:diwwpp:dp389 [RePEc] |
Source: |
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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : comment
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