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/S0266466608090221MaRDI QIDQ5895099zbMATH OpenFDO

Authors Peter Burridge

Publication date 30 September 2009

Published in Econometric Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0266466608090221

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

• Efficient Tests for an Autoregressive Unit Root
• Unit root tests in the presence of uncertainty about the non-stochastic trend

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