مرکز منطقه ای اطلاع رساني علوم و فناوري - The asymptotic behaviour of the Dickey

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 :

From page :

To page :

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 :