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

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

> Home

Details and statistics

DOI: 10.1016/J.CSDA.2012.10.017

access: closed

type: Journal Article

metadata version: 2020-02-18

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/csda/HarveyLT14
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/csda/HarveyLT14
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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.