Testing for shifts in trend with an integrated or stationary noise component

Journal of Business and Economic Statistics

Volumn 27, Issue 3, 2009, Pages 369-396

  Perron, Pierre ^a   Yabu, Tomoyoshi ^b  

^a Boston University   (United States)

^b KEIO UNIVERSITY   (Japan)

Author keywords

Generalized least squares procedure; Median unbiased estimate; Structural change; Super efficient estimate; Unit root

Indexed keywords

EID: 74049143004     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.07268     Document Type: Article

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