Testing for Shifts in Trend with an Integrated or Stationary Noise Component

Pierre Perron and Tomoyoshi Yabu

No WP2005-026, Boston University - Department of Economics - Working Papers Series from Boston University - Department of Economics

Keywords: structural change; unit root; median unbaised estimates; GLS procedure; super efficient estimates (search for similar items in EconPapers)
JEL-codes: C22 (search for similar items in EconPapers)
Pages: 57 pages
Date: 2005-07
New Economics Papers: this item is included in nep-ecm and nep-ets
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Citations: View citations in EconPapers (15)

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Related works:
Journal Article: Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009)
Working Paper: Testing for Shifts in Trend with an Integrated or Stationary Noise Component (2007)
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