مرکز منطقه ای اطلاع رساني علوم و فناوري - Behaviour of Dickey–Fuller F-tests under the trend-break stationary alternative

Title of article :

Behaviour of Dickey–Fuller F-tests under the trend-break stationary alternative

Author/Authors :

Amit Sen، نويسنده ,

Issue Information :

فصلنامه با شماره پیاپی سال 2001

Pages :

From page :

257

To page :

268

Keywords :

F-statistic , Unit root , Trend-break

Journal title :

Statistics and Probability Letters

Serial Year :

2001

Journal title :

Statistics and Probability Letters

Record number :

139738

Link To Document :