A Note on Busetti-Harvey tests for stationarity in series with structural breaks

In this note we highlight a minor error in asymptotic distribution of one of the Busetti and Harvey (2001) tests for stationarity in the presence of structural breaks, and provide corrected asymptotic critical values where relevant. In addition, we examine the extent to which finite sample critical...

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Bibliographic Details
Main Authors: David I. Harvey, Terence Mills
Format: Default Preprint
Published: 2001
Subjects:
Other economics not elsewhere classified
Statistics not elsewhere classified
Unit roots
Endogenous breaks
Statistics
Economics not elsewhere classified
Online Access:https://hdl.handle.net/2134/421
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