On unit-root tests when the alternative is a trend-break stationary process

Journal of Business and Economic Statistics

Volumn 21, Issue 1, 2003, Pages 174-184

  Sen, Amit ^a  

^a XAVIER UNIVERSITY   (United States)

Author keywords

Break date; Form of break; Maximum F statistic; Minimum t statistic

Indexed keywords

EID: 0037237275     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500102288618874     Document Type: Article

References (18)

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