@article{Badillo2010,
  author = {Badillo Amador, Rosa; Belaire Franch, Jorge; Reverte Maya, Carmelo},
  title = {Spurious Rejections by Dickey-Fuller Tests in the Presence of an Endogenously Determined Break under the Null},
  journal = {Revista de M\'etodos Cuantitativos para la Econom\'{\i}a y la Empresa} 
  ISSN = {1886-516X}, 
  number = {9},
  year = {2009},
  pages = {3--16}, 
  URL = {http://www.upo.es/RevMetCuant/art34.pdf}
}