Testing for a deterministic trend when there is evidence of unit root
DOI10.2202/1941-1928.1013zbMATH Open1266.91081OpenAlexW3023846649MaRDI QIDQ4928528FDOQ4928528
Authors: Daniel Ventosa-Santaulària, Manuel Gómez-Zaldívar 
Publication date: 14 June 2013
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2202/1941-1928.1013
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Cited In (8)
- UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE
- Unit root testing with slowly varying trends
- Non-renewable resource prices: deterministic or stochastic trends?
- Unit root tests in the presence of uncertainty about the non-stochastic trend
- New unit root asymptotics in the presence of deterministic trends.
- Testing of unit and fractional roots in the context of deterministic trends with weakly autocorrelated disturbances
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Testing for unit roots in the presence of uncertainty over both the trend and initial condition
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