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The Newcastle University research output collection, currently available on ePrints, will shortly be moving to a new open repository platform, Figshare. To prepare for the data migration we have paused adding new content to ePrints, and will resume once the new repository is launched. During this time you will continue to have access to ePrints (but no new content will appear). We will share updates here when available.

Fixed and Recursive Right-Tailed Dickey-Fuller tests in the Presence of a Break under the Null

Lookup NU author(s): Professor Robert SollisORCiD

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License (CC BY-NC-ND).


Publication metadata

Author(s): Sollis R

Publication type: Article

Publication status: Published

Journal: Journal of Time Series Econometrics

Year: 2016

Volume: 8

Issue: 1

Pages: 1-19

Print publication date: 01/01/2016

Online publication date: 28/05/2015

Acceptance date: 12/02/2015

Date deposited: 26/04/2016

ISSN (print): 2194-6507

ISSN (electronic): 1941-1928

Publisher: Walter de Gruyter GmbH

URL: http://dx.doi.org/10.1515/jtse-2013-0004

DOI: 10.1515/jtse-2013-0004


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