• Title of article

    On the distribution of Dickey–Fuller unit root statistics when there is a break in the innovation variance

  • Author/Authors

    Amit Sen، نويسنده ,

  • Issue Information
    فصلنامه با شماره پیاپی سال 2007
  • Pages
    6
  • From page
    63
  • To page
    68
  • Keywords
    Innovation break , Normalized estimator , Dickey–Fuller F-statistics , Unit root
  • Journal title
    Statistics and Probability Letters
  • Serial Year
    2007
  • Journal title
    Statistics and Probability Letters
  • Record number

    140874

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=140874