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Local GLS detrending
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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10010255186
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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
Harvey, David I.
;
Leybourne, Stephen J.
;
Taylor, A.M. Robert
- In:
Journal of Econometrics
177
(
2013
)
2
,
pp. 265-284
root test that allows for
multiple
breaks
in
trend
, obtained by taking the infimum of the sequence (across all candidate …
Persistent link: https://www.econbiz.de/10011052194
Saved in:
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