Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
Year of publication: |
2013
|
---|---|
Authors: | Harvey, David I. ; Leybourne, Stephen J. ; Taylor, A.M. Robert |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 177.2013, 2, p. 265-284
|
Publisher: |
Elsevier |
Subject: | Unit root test | Multiple breaks in trend | Minimum Dickey–Fuller test | Local GLS detrending |
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