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Fixed and Recursive Right-Tailed Dickey-Fuller tests in the Presence of a Break under the Null

Lookup NU author(s): Professor Robert Sollis

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Publication metadata

Author(s): Sollis R

Publication type: Article

Publication status: Published

Journal: Journal of Time Series Econometrics

Year: 2016

Volume: 8

Issue: 1

Pages: 1-19

Print publication date: 01/01/2016

Online publication date: 28/05/2015

Acceptance date: 12/02/2015

Date deposited: 26/04/2016

ISSN (print): 2194-6507

ISSN (electronic): 1941-1928

Publisher: Walter de Gruyter GmbH

URL: http://dx.doi.org/10.1515/jtse-2013-0004

DOI: 10.1515/jtse-2013-0004

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