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Spurious rejections by Dickey-Fuller tests in the presence of an endogenously determined break under the null
(Universidad Pablo de Olavide, 2010-06)
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Badillo Amador, Rosa (1)
Belaire Franch, Jorge (1)
Reverte Maya, Carmelo (1)SubjectCambios estructurales (1)Dickey-Fuller tests (1)
Raíces unitarias (1)
Structural breaks (1)Test Dickey-Fuller (1)... View More