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Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification
Cook, Steven
;
Manning, Neil
- In:
Economics Bulletin
3
(
2002
)
8
,
pp. 1-7
-specification. It is shown that while the performance of the DF coefficient test is as expected, the
DF
test
in its t-ratio form …
Persistent link: https://www.econbiz.de/10008556178
Saved in:
2
Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification
Cook, Steven
;
Manning, Neil
- In:
Economics Bulletin
3
(
2002
)
8
,
pp. 1-7
-specification. It is shown that while the performance of the DF coefficient test is as expected, the
DF
test
in its t-ratio form …
Persistent link: https://www.econbiz.de/10005094873
Saved in:
3
Some robust properties of unit root tests
Silvapulle, Paramsothy
-
1993
Persistent link: https://www.econbiz.de/10000864998
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