منابع مشابه
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In this paper we focus on two major issues that surround testing for a unit root in practice, namely: (i) uncertainty as to whether or not a linear deterministic trend is present in the data, and (ii) uncertainty as to whether the initial condition of the process is (asymptotically) negligible or not. In each case simple testing procedures are proposed with the aim of maintaining good power pro...
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We provide a joint treatment of two major problems that surround testing for a unit root in practice, namely uncertainty as to whether or not a linear deterministic trend is present in the data, and uncertainty as to whether the initial condition of the process is (asymptotically) negligible or not. In earlier work [Harvey, Leybourne and Taylor, 2008] we proposed methods to deal with trend unce...
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ژورنال
عنوان ژورنال: JNCI Journal of the National Cancer Institute
سال: 2012
ISSN: 0027-8874,1460-2105
DOI: 10.1093/jnci/djs429