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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 created by Patrick Marsh, Ulrich K. Müller, Jörg Breitung and Peter Burridge, Zhijie Xiao

By: Contributor(s): Material type: TextTextSeries: Econometric theory ; Volume 25, number 3Cambridge: Cambridge University Press, 2009Content type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISSN:
  • 02664666
Subject(s): LOC classification:
  • HB139.T52 ECO
Online resources: Abstract: Harvey, Leybourne, and Taylor focuses on issues related to trend and initial condition uncertainty. Initial condition is not observable or estimable in practice, and so it is impossible to directly use information about initial condition. However, initial condition uncertainty does affect the selection of a more efficient (say) detrending procedure. For this reason, researchers want to take into account initial condition uncertainty when selecting a detrending method.
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Item type Current library Call number Vol info Copy number Status Notes Date due Barcode
Journal Article Journal Article Main Library - Special Collections HB139.T52 ECO (Browse shelf(Opens below)) Vol. 25, no.3 (pages 637-657) SP3258 Not for loan For In House Use Only

Harvey, Leybourne, and Taylor focuses on issues related to trend and initial condition uncertainty. Initial condition is not observable or estimable in practice, and so it is impossible to directly use information about initial condition. However, initial condition uncertainty does affect the selection of a more efficient (say) detrending procedure. For this reason, researchers want to take into account initial condition uncertainty when selecting a detrending method.

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