Unit root testing under a local break in trend
Year of publication: |
2010-09
|
---|---|
Authors: | Harvey, David I. ; Leybourne, Stephen J. ; Taylor, A. M. Robert |
Institutions: | Granger Centre for Time Series Econometrics, School of Economics |
Subject: | Unit root test | local trend break | asymptotic local power | union of rejections | adaptive critical values |
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