%0 Journal Article %1 Monta��s1999 %A Montañés, Antonio %A Reyes, Marcelo %D 1999 %J Statistics & Probability Letters %K Unit root %N 1 %P 81--89 %T The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis %U http://www.sciencedirect.com/science/article/B6V1D-3W38315-C/1/4795355544f0db6ca241062255411758 %V 42

@article{Monta��s1999, added-at = {2008-04-23T22:05:04.000+0200}, author = {Monta{\~n}{\'e}s, Antonio and Reyes, Marcelo}, biburl = {https://www.bibsonomy.org/bibtex/2d8b74ebe045a65fb3a03b8e2649e5ebc/smicha}, day = 15, interhash = {d18083566fceeb84bc635ec7f8027b88}, intrahash = {d8b74ebe045a65fb3a03b8e2649e5ebc}, journal = {Statistics \& Probability Letters}, keywords = {Unit root}, month = Mar, number = 1, pages = {81--89}, timestamp = {2008-04-23T22:20:44.000+0200}, title = {The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis}, url = {http://www.sciencedirect.com/science/article/B6V1D-3W38315-C/1/4795355544f0db6ca241062255411758}, volume = 42, year = 1999 }