Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks

dc.contributor.author	Carrion, Josep Lluís
dc.contributor.author	Sanso, Andreu
dc.contributor.author	Artis, Manuel
dc.date.accessioned	2020-04-21T07:59:48Z
dc.identifier.uri	http://hdl.handle.net/11201/152071
dc.description.abstract	[eng] The lack of suitable critical values for the Dickey-Fuller integrability test in finite-samples can drive researchers to spurious conclusions when using asymptotic critical values. In this paper we estimate response surfaces for the Dickey-Fuller unit root test with structural breaks that allow us to obtain approximate critical values for any sample size and break date.
dc.format	application/pdf
dc.relation.isformatof	Versió postprint del document publicat a: https://doi.org/10.1016/S0165-1765(99)00044-0
dc.relation.ispartof	Economics Letters, 1999, vol. 63, num. 3, p. 279-283
dc.subject.classification	33 - Economia
dc.subject.other	33 - Economics. Economic science
dc.title	Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
dc.type	info:eu-repo/semantics/article
dc.type	info:eu-repo/semantics/acceptedVersion
dc.date.updated	2020-04-21T07:59:48Z
dc.date.embargoEndDate	info:eu-repo/date/embargoEnd/2026-12-31
dc.embargo	2026-12-31
dc.rights.accessRights	info:eu-repo/semantics/embargoedAccess
dc.identifier.doi	https://doi.org/10.1016/S0165-1765(99)00044-0