Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
By: Stephen J. Leybourne, Terence C. Mills and Paul Newbold.
Contributors: Mills, Terence C.; Newbold, Paul.
Series: Economic research paper / Loughborough University, Department of Economics -- no.96/20; Economic research paper (Loughborough University, Department of Economics) -- no.96/20.
Publisher: Loughborough University, Department of Economics
Published: 1996
Place of publication: Loughborough
Language: eng