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)
Pages: 55 pages
Date: 1994
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Citations: View citations in EconPapers (19)

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

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