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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

Jörg Breitung
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Article Commentary
Information
Econometric Theory , Volume 25 , Issue 3 , June 2009 , pp. 649 - 653
Copyright
Copyright © Cambridge University Press 2009

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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
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Vogelsang, J.J. (1998) Trend Function hypothesis testing in the presence of Serial correlation. Econometrica 66, 123–148.10.2307/2998543CrossRefGoogle Scholar