BEHAVIOR OF DICKEY–FULLER t-TESTS WHEN THERE IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS

By S. Leybourne, P. Newbold. Econometric Theory, 2000

49 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/f92e6d2890744442acf0509561547dee14e0cd16