Hostname: page-component-8448b6f56d-42gr6 Total loading time: 0 Render date: 2024-04-24T19:20:13.189Z Has data issue: false hasContentIssue false
  • English
  • Français

COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor

Published online by Cambridge University Press:  01 June 2009

Jörg Breitung
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Article Commentary
Information
Econometric Theory , Volume 25 , Issue 3 , June 2009 , pp. 649 - 653
Copyright
Copyright © Cambridge University Press 2009

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

REFERENCES

Elliott, G., Rothenberg, T.J., & Stock, J.H.. Efficient tests for an autoregressive unit root. Econometrica 64, 813–836.10.2307/2171846CrossRefGoogle Scholar
Phillips, P.C.B. & Ouliaris, S. (1990) Asymptotic Properties of Residual Based Tests for Cointegration; Econometrica 58, 165–193.10.2307/2938339CrossRefGoogle Scholar
Vogelsang, J.J. (1998) Trend Function hypothesis testing in the presence of Serial correlation. Econometrica 66, 123–148.10.2307/2998543CrossRefGoogle Scholar