Title of article
The asymptotic behaviour of the Dickey–Fuller tests under the crash hypothesis
Author/Authors
Antonio Monta?és، نويسنده , , Marcelo Reyes، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 1999
Pages
9
From page
81
To page
89
Keywords
Unit root , Crash hypothesis , Wiener processes
Journal title
Statistics and Probability Letters
Serial Year
1999
Journal title
Statistics and Probability Letters
Record number
139072
Link To Document