Limiting Behaviour of Dickey-Fuller F Tests Under the Crash Model Alternative
Sen, A
Limiting Behaviour of Dickey-Fuller F Tests Under the Crash Model Alternative J5085 2003 - 2003 - 421-429 V. 06 Issue. 2
Econometrics
F Statistic;Unit root;Trend break;Crash model;
Limiting Behaviour of Dickey-Fuller F Tests Under the Crash Model Alternative J5085 2003 - 2003 - 421-429 V. 06 Issue. 2
Econometrics
F Statistic;Unit root;Trend break;Crash model;