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| 022 | _a02664666 | ||
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_aMSU _bEnglish _cMSU _erda |
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| 050 | 0 | 0 | _aHB139.T52 ECO |
| 100 | 1 |
_aMarsh, Patrick _eauthor |
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| 245 | 1 | 0 |
_aCommentaries on “Unit root testing in practice: _bdealing with uncertainty over the trend and initial condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor _ccreated by Patrick Marsh, Ulrich K. Müller, Jörg Breitung and Peter Burridge, Zhijie Xiao |
| 264 | 1 |
_aCambridge: _bCambridge University Press, _c2009. |
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| 336 |
_2rdacontent _atext _btxt |
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| 337 |
_2rdamedia _aunmediated _bn |
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| 338 |
_2rdacarrier _avolume _bnc |
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| 440 |
_aEconometric theory _vVolume 25, number 3 |
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| 520 | 3 | _aHarvey, 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. | |
| 650 | _aCommentary | ||
| 700 | 1 |
_aMüller, Ulrich K. _eco author |
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| 700 | 1 |
_aBreitung, Jörg _eco author |
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| 700 | 1 |
_aBurridge, Peter _eco author |
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| 700 | 1 |
_aXiao, Zhijie _eco author |
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| 856 | _uhttps://doi.org/10.1017/S0266466608090208 | ||
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_2lcc _cJA |
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_c164519 _d164519 |
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