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"On infimum Dickey-Fuller unit root tests allowing for a trend break under ..."

David I. Harvey, Stephen J. Leybourne, A. M. Robert Taylor (2014)

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DOI: 10.1016/J.CSDA.2012.10.017

access: closed

type: Journal Article

metadata version: 2020-02-18

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David I. Harvey, Stephen J. Leybourne, A. M. Robert Taylor:
On infimum Dickey-Fuller unit root tests allowing for a trend break under the null. Comput. Stat. Data Anal. 78: 235-242 (2014)

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