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/S0266466608090208zbMath1277.62215OpenAlexW2129511250MaRDI QIDQ5895097

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

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03)

Related Items (1)

Multiple unit root tests under uncertainty over the initial condition: some powerful modifications

Cites Work

• Unnamed Item
• 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
• Testing Models of Low-Frequency Variability
• Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
• Efficient Tests for an Autoregressive Unit Root
• Tests for Unit Roots and the Initial Condition

This page was built for publication: 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