Title

Behaviour of Dickey-Fuller Tests When There is a Break Under the Unit Root Null Hypothesis

Authors

Amit Sen, Xavier University - CincinnatiFollow

Document Type

Article

Publication Title

Statistics and Probability Letters

ISSN

01677152

Volume

78

Issue

6

First Page

622

628

Publication Date

4-15-2008

Recommended Citation

Sen, Amit, "Behaviour of Dickey-Fuller Tests When There is a Break Under the Unit Root Null Hypothesis" (2008). Faculty Scholarship. 45.
https://www.exhibit.xavier.edu/economics_faculty/45