Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954): Difference between revisions

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+M07
@@ Property / Mathematics Subject Classification ID: 62M07 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6600542
@@ Property / zbMATH DE Number: 6600542 / rank @@
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@@ Property / zbMATH Keywords @@
+structural change
@@ Property / zbMATH Keywords: structural change / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+pre-test
@@ Property / zbMATH Keywords: pre-test / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+trend function
@@ Property / zbMATH Keywords: trend function / rank @@
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@@ Property / zbMATH Keywords @@
+integrated processes
@@ Property / zbMATH Keywords: integrated processes / rank @@
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@@ Property / zbMATH Keywords @@
+hypothesis testing
@@ Property / zbMATH Keywords: hypothesis testing / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.jeconom.2008.08.019
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@@ Property / OpenAlex ID @@
+W2005954167
@@ Property / OpenAlex ID: W2005954167 / rank @@
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@@ Property / cites work @@
+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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@@ Property / cites work @@
+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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@@ Property / cites work @@
+Misspecification tests, unit roots and level shifts
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@@ Property / cites work @@
+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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@@ Property / cites work @@
+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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@@ Property / cites work @@
+Level shifts, unit roots and misspecification of the breaking date
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@@ Property / cites work @@
+Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests
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@@ Property / cites work @@
+The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis.
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@@ Property / cites work @@
+Structural breaks, unit roots and methods for removing the autocorrelation pattern
+Normal rank
@@ Property / cites work @@
+Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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@@ Property / cites work @@
+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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@@ Property / cites work @@
+Further evidence on breaking trend functions in macroeconomic variables
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@@ Property / cites work @@
+Estimating deterministic trends with an integrated or stationary noise component
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@@ Property / cites work @@
+Structural breaks with deterministic and stochastic trends
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@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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@@ Property / cites work @@
+Testing for unit roots in autoregressive-moving average models of unknown order
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@@ links / mardi / name / links / mardi / name @@
+Publication:301954