مرکز منطقه ای اطلاع رساني علوم و فناوري - On the distribution of Dickey–Fuller unit root statistics when there is a break in the innovation variance

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 :

From page :

To page :

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 :