Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Oxford Bulletin of Economics and Statistics 76 (2014) 1, pp. 93-111
type="main" xml:lang="en" <title type="main">Abstract</title> <p>We consider unit root testing allowing for a break in trend when partial information is available regarding the location of the break date. This takes the form of knowledge of a relatively narrow window of data within which the break takes place, should it...</p>