On infimum Dickey-Fuller unit root tests allowing for a trend break under the null
type: Item
instance of: scholarly article
title: On infimum Dickey-Fuller unit root tests allowing for a trend break under the null
zbMATH Open document ID: 1506.62077
author: David I. Harvey
author: Stephen Leybourne
author: A. M. Robert Taylor
published in: Computational Statistics and Data Analysis
publication date: 2018-11-23T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
zbMATH DE Number: 6984050
zbMATH Keywords: unit root test
zbMATH Keywords: trend break
zbMATH Keywords: minimum Dickey-Fuller test
MaRDI profile type: Publication
full work available at URL: j.csda.2012.10.017
OpenAlex ID: W1995630403
cites work: Localized level crossing random walk test robust to the presence of structural breaks
cites work: Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
cites work: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
cites work: Further evidence on breaking trend functions in macroeconomic variables
cites work: Structural breaks with deterministic and stochastic trends
cites work: A joint test for structural stability and a unit root in autoregressions
DOI: 10.1016/J.CSDA.2012.10.017
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description: scientific article; zbMATH DE number 6984050