An infimum coefficient unit root test allowing for an unknown break in trend
type: Item
instance of: scholarly article
title: An infimum coefficient unit root test allowing for an unknown break in trend
zbMATH Open document ID: 1255.62249
author: David I. Harvey
author: Stephen Leybourne
published in: Economics Letters
publication date: 2012-12-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F05
zbMATH DE Number: 6118406
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.econlet.2012.05.023
OpenAlex ID: W2023089035
cites work: ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
cites work: Tests for Unit Roots and the Initial Condition
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: GLS detrending, efficient unit root tests and structural change.
DOI: 10.1016/J.ECONLET.2012.05.023
description: scientific article; zbMATH DE number 6118406