Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Year of publication: |
2013
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Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 265-284
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Subject: | Unit root test | Multiple breaks in trend | Minimum Dickey-Fuller test | Local GLS detrending | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Strukturbruch | Structural break | Schätztheorie | Estimation theory |
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