Perron, Pierre; Rodríguez, Gabriel - In: Revista Economía 35 (2012) 69, pp. 174-203
We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg...
