COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
DOI10.1017/S0266466608090208zbMATH Open1277.62215OpenAlexW2129511250MaRDI QIDQ5895097FDOQ5895097
Authors: Ulrich K. Müller 
Publication date: 30 September 2009
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466608090208
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
Cites Work
- Title not available (Why is that?)
- Efficient Tests for an Autoregressive Unit Root
- Tests for Unit Roots and the Initial Condition
- Minimizing the impact of the initial condition on testing for unit roots
- Unit root tests in the presence of uncertainty about the non-stochastic trend
- Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
- Testing Models of Low-Frequency Variability
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