Article ID Journal Published Year Pages File Type
5060102 Economics Letters 2012 5 Pages PDF
Abstract
► We consider unit root testing allowing for a possible trend break at an unknown time. ► Infimum coefficient Dickey-Fuller test is asymptotically conservative. ► Therefore provides robust test procedure, unlike infimum t-ratio Dickey-Fuller test.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
An infimum coefficient unit root test allowing for an unknown break in trend
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