Gls-Based Unit Root Tests With Multiple Structural Breaks Under Both The Null And The Alternative Hypotheses
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References listed on IDEAS
- Elliott, Graham & Muller, Ulrich K., 2006. "Minimizing the impact of the initial condition on testing for unit roots," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 285-310.
- Ulrich K. M¸ller & Graham Elliott, 2003. "Tests for Unit Roots and the Initial Condition," Econometrica, Econometric Society, vol. 71(4), pages 1269-1286, July.
- Abadir,Karim M. & Magnus,Jan R., 2005. "Matrix Algebra," Cambridge Books, Cambridge University Press, number 9780521537469, March.
- Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009.
"Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition,"
Cambridge University Press, vol. 25(03), pages 587-636, June.
- David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2007. "Unit root testing in practice: dealing with uncertainty over the trend and initial condition," Discussion Papers 07/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- repec:cup:cbooks:9780521822893 is not listed on IDEAS
- Phillips, Peter C.B. & Magdalinos, Tassos, 2008. "Limit Theory For Explosively Cointegrated Systems," Econometric Theory, Cambridge University Press, vol. 24(04), pages 865-887, August.
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