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ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Econometric theory 29 (2012) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10010099085
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On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 29 (2013) 2, pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
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Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 35 (2019) 6, pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284