GLS detrending, efficient unit root tests and structural change

Pierre Perron and Gabriel Rodríguez

Journal of Econometrics, 2003, vol. 115, issue 1, 1-27

Date: 2003
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Citations: View citations in EconPapers (108)

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Related works:
Working Paper: GLS Detrending, Efficient Unit Root Tests and Structural Change (1998)
Software Item: GLSDETREND: RATS procedure to perform local to unity GLS detrending
Software Item: PERRONRODRIGUEZ: RATS procedure to perform Perron-Rodriguez unit root test allowing for break at unknown date
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:115:y:2003:i:1:p:1-27

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