Unit root tests and structural change when the initial observation is drawn from its unconditional distribution

Liu, Hui and Rodriguez, Gabriel

Unit root tests and structural change when the initial observation is drawn from its unconditional distribution J5711 2006 - 2006 - 225-251 V. 09 Issue. 2


Econometrics

Initial condition;Fesible optimal point test;GLS detrending;Power envelope;Unit root;Structural change;

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