Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses

Journal of Econometrics

Volumn 148, Issue 1, 2009, Pages 1-13

  Kim, Dukpa ^a   Perron, Pierre ^b  

^a UNIVERSITY OF VIRGINIA   (United States)

^b USA   (United States)

Author keywords

Hypothesis testing; Integrated processes; Pre test; Structural change; Trend function

Indexed keywords

FUNCTIONS; PROBABILITY DENSITY FUNCTION; TESTING;

HYPOTHESIS TESTING; INTEGRATED PROCESSES; PRE-TEST; STRUCTURAL CHANGE; TREND FUNCTION;

FAULT DETECTION;

EID: 58349109659     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.08.019     Document Type: Article

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