Unit root testing under a local break in trend
type: Item
instance of: scholarly article
title: Unit root testing under a local break in trend
zbMATH Open document ID: 1441.62726
author: David I. Harvey
author: Stephen Leybourne
author: A. M. Robert Taylor
published in: Journal of Econometrics
publication date: 2016-08-15T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6617054
zbMATH Keywords: unit root test
zbMATH Keywords: local trend break
zbMATH Keywords: union of rejections
zbMATH Keywords: adaptive critical values
zbMATH Keywords: asymptotic local power
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.10.006
OpenAlex ID: W2240493411
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DOI: 10.1016/J.JECONOM.2011.10.006
description: scientific article; zbMATH DE number 6617054