On the asymptotic distribution of a simple unit root test for trending and breaking series
type: Item
instance of: scholarly article
title: On the asymptotic distribution of a simple unit root test for trending and breaking series
zbMATH Open document ID: 1428.62496
author: Mauro Costantini
author: Amit Sen
published in: Journal of Statistical Planning and Inference
publication date: 2012-05-18T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 6036328
zbMATH Keywords: unit root
zbMATH Keywords: trend break
zbMATH Keywords: break-date
MaRDI profile type: Publication
full work available at URL: j.jspi.2012.02.036
OpenAlex ID: W2089509705
cites work: A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break
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: New innovational outlier unit root test with a break at an unknown time
DOI: 10.1016/J.JSPI.2012.02.036
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description: scientific article; zbMATH DE number 6036328