Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
David I. Harvey; Stephen J. Leybourne; A. M. Robert Taylor
| Year of publication: |
2013
|
|---|---|
| Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 265-284
|
| Subject: | Unit root test | Multiple breaks in trend | Minimum Dickey-Fuller test | Local GLS detrending | Einheitswurzeltest | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010255186