Testing for unit roots in the presence of uncertainty over both the trend and initial condition
type: Item
instance of: scholarly article
title: Testing for unit roots in the presence of uncertainty over both the trend and initial condition
zbMATH Open document ID: 1443.62229
author: David I. Harvey
author: Stephen Leybourne
author: A. M. Robert Taylor
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: 08-03.pdf
full work available at URL: S0304407612000280
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714729
zbMATH Keywords: unit root test
zbMATH Keywords: trend uncertainty
zbMATH Keywords: initial condition uncertainty
zbMATH Keywords: asymptotic power
zbMATH Keywords: union of rejections decision rule
MaRDI profile type: Publication
OpenAlex ID: W2090141081
cites work: Efficient Tests for an Autoregressive Unit Root
cites work: A simple, robust and powerful test of the trend hypothesis
cites work: UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
cites work: Tests for Unit Roots and the Initial Condition
cites work: Trend Function Hypothesis Testing in the Presence of Serial Correlation
DOI: 10.1016/J.JECONOM.2012.01.018
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description: scientific article; zbMATH DE number 6714729