Harris, David; Harvey, David I.; Leybourne, Stephen J.; … - Granger Centre for Time Series Econometrics, School of … - 2007
In this paper we consider the issue of testing a time series for a unit root in the possible presence of a break in a linear deterministic trend at some unknown point in the series. We propose a break fraction estimator which, in the presence of a break in trend, is consistent for the true break...