Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null

Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null

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Veröffentlicht in:Revista de métodos cuantitativos para la economía y la empresa 2010, Vol.9
Hauptverfasser: Rosa Badillo Amador, Jorge Belaire Franch, Carmelo Reverte Maya
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container_title Revista de métodos cuantitativos para la economía y la empresa
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creator Rosa Badillo Amador
Jorge Belaire Franch
Carmelo Reverte Maya
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ispartof Revista de métodos cuantitativos para la economía y la empresa, 2010, Vol.9
issn 1886-516X
1886-516X
language spa
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source DOAJ Directory of Open Access Journals; EZB-FREE-00999 freely available EZB journals
subjects Economía
title Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null
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