Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate

DOI10.1016/S0304-4076(97)00033-XzbMath0944.62116MaRDI QIDQ1372921

Herman J. Bierens

Publication date: 26 September 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

Chebyshev polynomialsunit rootnonlinear trend

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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