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Spurious rejections by Dickey-Fuller tests in the presence of a break under the null Author info | Abstract | Publisher info | Download info | Related research | Statistics Leybourne, Stephen J.
C. Mills, Terence
Newbold, Paul
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 87 (1998)
Issue (Month): 1 (August)
Pages: 191-203
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Handle: RePEc:eee:econom:v:87:y:1998:i:1:p:191-203Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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