GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses

Keyphrases

• Asymptotic Gaussian 50%
• Business Economics 50%
• Business Statistics 50%
• Cointegration 50%
• Detrending Method 50%
• Econometrics 50%
• Economic Statistics 50%
• Festschrift 50%
• Granger 50%
• Least Squares 50%
• Limiting Distribution 50%
• Local Asymptotic Power 50%
• Local Asymptotics 50%
• M-test 50%
• Multiple Structural Breaks 100%
• Power Envelope 50%
• Power Function 50%
• Stationarity 50%
• Trend Function 100%
• Unit Root Test 100%

Economics, Econometrics and Finance

• Econometrics 50%
• Time Series 50%
• Unit Root 100%