Spurious rejections of Dickey-Fuller tests under permanent breaks

YANG Lixiong, LI Qingnan

Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (6) : 1361-1370.

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Systems Engineering - Theory & Practice ›› 2020, Vol. 40 ›› Issue (6) : 1361-1370. DOI: 10.12011/1000-6788-2020-0435-10

Spurious rejections of Dickey-Fuller tests under permanent breaks

  • YANG Lixiong1, LI Qingnan2
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2020, 40(6): 1361-1370 https://doi.org/10.12011/1000-6788-2020-0435-10

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