A simple unit root testing methodology that does not require knowledge regarding the presence of a break
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Publication:5084751
Cites work
- A new unit root test with two structural breaks in level and slope at unknown time
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- An infimum coefficient unit root test allowing for an unknown break in trend
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- Further evidence on breaking trend functions in macroeconomic variables
- GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
- New innovational outlier unit root test with a break at an unknown time
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null
- On the asymptotic distribution of a simple unit root test for trending and breaking series
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Testing for a unit root in the presence of a possible break in trend
- Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
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