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/S026646660809021XzbMATH Open1277.62206OpenAlexW2115655075MaRDI QIDQ5895098FDOQ5895098

Authors: Jörg Breitung 

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646660809021x

Mathematics Subject Classification ID

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

Cites Work

• Asymptotic Properties of Residual Based Tests for Cointegration
• Trend Function Hypothesis Testing in the Presence of Serial Correlation
• Efficient Tests for an Autoregressive Unit Root

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