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Properties of the ADF Unit Root Test for Models with Trends and Cycles

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Author Info
Barthelemy, F.
Lubrano, M.

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Abstract

A unit root test is usually carried out by using the regression test introduced by Dickey and Fuller (1979). Under the null hypothesis the series should be a random walk. But a non-stationary series can usually be decomposed into a random walk and a stationary component. This is what is done in additive decompositions between a trend and a cycle. The model considered here lies in the class of UC model developed by Harvey (1989) whose reduced form is an ARIMA (0,1,q) model. In this context, testing for a unit root can be compared to testing for a unit root in an ARIMA constrained model with a moving average polynomial. The paper analyzes the asymptotic distribution of the Dickey and Fuller (DF) test and of the Augmented Dickey and Fuller (ADF) test under this kind of null hypothesis.

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Publisher Info
Paper provided by Universite Aix-Marseille III in its series G.R.E.Q.A.M. with number 96a13.

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Length: 24 pages
Date of creation: 1996
Date of revision:
Handle: RePEc:fth:aixmeq:96a13

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Postal: G.R.E.Q.A.M., (GROUPE DE RECHERCHE EN ECONOMIE QUANTITATIVE D'AIX MARSEILLE), CENTRE DE VIEILLE CHARITE, 2 RUE DE LA CHARITE, 13002 MARSEILLE.
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Related research
Keywords: TIME SERIES MODELS ECONOMETRICS

Find related papers by JEL classification:
C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General
C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Bayesian Analysis
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models

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