Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : Comment

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Bibliographic citation: DIW Discussion Papers ; 389

Classification: Wirtschaft

Keyword: Statistischer Test
Modellierung
Theorie

Event: Veröffentlichung

(where): Berlin

(who): Deutsches Institut für Wirtschaftsforschung (DIW)

(when): 2003

Creator: Siliverstovs, Boriss

Handle: 10419/18151

URN: urn:nbn:de:101:1-201802155432

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:53 AM CEST

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Siliverstovs, Boriss
Deutsches Institut für Wirtschaftsforschung (DIW)

Time of origin

2003

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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : Comment

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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : Comment

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Confronting model misspecification in macroeconomics

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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : Comment

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Other Objects (12)

Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : Comment

Bootstrap Conditional Distribution Tests In the Presence of Dynamic Misspecification

Testing exogeneity under distributional misspecification

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Nonlinear Cointegration, Misspecification and Bimodality

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Misspecification in copula-based regression

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Unusual behaviour of Dickey-Fuller tests in the presence of trend misspecification : Comment

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