Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of Econometrics 167 (2012) 1, pp. 140-167
Recent approaches to testing for a unit root when uncertainty exists over the presence and timing of a trend break employ break detection methods, so that a with-break unit root test is used only if a break is detected by some auxiliary statistic. While these methods achieve near asymptotic...