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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

Peter Burridge
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Type
Article Commentary
Information
Econometric Theory , Volume 25 , Issue 3 , June 2009 , pp. 653 - 654
Copyright
Copyright © Cambridge University Press 2009

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References

REFERENCES

Ayat, L. & Burridge, P. (2000) Unit root tests in the presence of uncertainty about the non-stochastic trend. Journal of Econometrics 95, 71–96.CrossRefGoogle Scholar
Elliott, G., Rothenberg, J.J., & Stock, J.H. (1996) Efficient tests for an autoregressive unit root. Econometrica 64, 813–836.Google Scholar