Testing for a unit root in the presence of a possible break in trend
Year of publication: |
2007-10
|
---|---|
Authors: | Harris, David ; Harvey, David I. ; Leybourne, Stephen J. ; Taylor, A. M. Robert |
Institutions: | Granger Centre for Time Series Econometrics, School of Economics |
Subject: | Unit root test | quasi difference de-trending | trend break | pre-test | asymptotic power |
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