Fractional unit root tests allowing for a structural change in trend under both the null and alternative hypotheses
Year of publication: |
2017
|
---|---|
Authors: | Chang, Seong Yeon ; Perron, Pierre |
Published in: |
Econometrics. - Basel : MDPI, ISSN 2225-1146. - Vol. 5.2017, 1, p. 1-26
|
Publisher: |
Basel : MDPI |
Subject: | hypothesis testing | LM test | slope change | spurious break | trend function |
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