Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time

Timothy Vogelsang () and Pierre Perron ()

Cahiers de recherche from Universite de Montreal, Departement de sciences economiques

Keywords: ECONOMETRICS; UNIT ROOTS (search for similar items in EconPapers)
Date: Written 1994
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http://hdl.handle.net/1866/2068 (application/pdf)

Related works:
Working Paper: Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1994)
Journal Article: Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time (1998)
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Persistent link: http://EconPapers.repec.org/RePEc:mtl:montde:9422

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