On the distribution of Dickey–Fuller unit root statistics when there is a break in the innovation variance

✍ Scribed by Amit Sen

• Book ID: 108267358
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 160 KB
• Volume: 77
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/j.spl.2006.05.012