On trend breaks and initial condition in unit root testing (Q1695693)
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scientific article; zbMATH DE number 6835947
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| English | On trend breaks and initial condition in unit root testing |
scientific article; zbMATH DE number 6835947 |
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On trend breaks and initial condition in unit root testing (English)
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7 February 2018
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unit root test
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infimum Dickey-Fuller tests
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local trend break
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asymptotic local power
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union of rejection
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pre-testing
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0.7937197685241699
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0.7908504009246826
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0.7883154153823853
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0.7823985815048218
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