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Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis Author info | Abstract | Publisher info | Download info | Related research | Statistics STEPHEN J. LEYBOURNE AND PAUL NEWBOLD
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Article provided by Royal Economic Society in its journal The Econometrics Journal .
Volume (Year): 3 (2000)
Issue (Month): 1 ()
Pages: 1-15
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Handle: RePEc:ect:emjrnl:v:3:y:2000:i:1:p:1-15Contact details of provider: Web page: http://www.res.org.uk/ More information through EDIRC
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B. da Silva Lopes, Artur C., 2005.
"Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests ,"
MPRA Paper
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