Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics

By David I. Harvey, S. Leybourne, Alan M. Taylor. 2013

69 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/98be8a854fb200c904011cfa842463511c78c7df

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In Economics and Econometrics

1. Gregory Rice
2. Lajos Horv'ath
3. Alexander Aue
4. Haeran Cho
5. Anne van Delft
6. Xianyang Zhang

Citations in the corpus

• Extensions of some classical methods in change point analysis (2014, background): “Andrews’ approach has been criticized by, among others, Hidalgo and Seo (2013) who pointed out that the choice of the trimming parameter is arbitrary and the test loses power if the change occurs in the trimmed off observations.”