TY  - BOOK
AU  - Marsh,Patrick
AU  - Müller,Ulrich K.
AU  - Breitung,Jörg
AU  - Burridge,Peter
AU  - Xiao,Zhijie
TI  - 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
SN  - 02664666
AV  - HB139.T52 ECO 
PY  - 2009///
CY  - Cambridge
PB  - Cambridge University Press
KW  - Commentary
N2  - 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
UR  - https://doi.org/10.1017/S0266466608090208
ER  -