Testing for a Unit Root in the Presence of a Maintained Trend-Reference-Cited by-同舟云学术

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Testing for a Unit Root in the Presence of a Maintained Trend

Published:1989 Issue: Volume: Page:7-28
ISSN:1570-5811
Container-title:Advances in Econometrics and Modelling
language:
Short-container-title:

Author:

Ouliaris Sam,Park Joon Y.,Phillips Peter C. B.

Publisher

Springer Netherlands

Link

http://link.springer.com/content/pdf/10.1007/978-94-015-7819-6_2

Reference2 articles.

1. Notable exceptions are the statistics developed in Perron (1987) which allow for structural breaks in the deterministic component of time series.

2. The univariate bounds test can also allow for structural breaks in the deterministic component of the maintained hypothesis. The interested reader is referred to Perron (1988) for applications of the bounds procedure which allow for structural breaks using φ(t, 9).

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