Harvey, David I.; Leybourne, Stephen J. - In: Economics Letters 117 (2012) 1, pp. 298-302
In this paper we consider testing for a unit root in the possible presence of a trend break at an unknown time. Zivot and Andrews (1992) [Journal of Business and Economic Statistics 10, 251–270] proposed using the infimum of t-ratio Dickey–Fuller statistics across all candidate break points...