An infimum coefficient unit root test allowing for an unknown break in trend
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Publication:1925907
DOI10.1016/j.econlet.2012.05.023zbMath1255.62249MaRDI QIDQ1925907
David I. Harvey, Stephen J. Leybourne
Publication date: 27 December 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2012.05.023
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F05: Asymptotic properties of parametric tests
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