Harris, David; Harvey, David I.; Leybourne, Stephen J.; … - In: Econometric Theory 25 (2009) 06, pp. 1545-1588
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 an unknown point in the series. We propose a new break fraction estimator which, where a break in trend occurs, is consistent for the true break fraction at rate...</italic>