@techreport{Popp2008nonlinear,
abstract = {The Perron test is the most commonly applied procedure to test for a unit root in the presence of a structural break of unknown timing in the trend function. Deriving the Perron-type test regression from an unobserved component model, it is shown that the test regression in fact is nonlinear in coefficient. Taking account of the nonlinearity leads to a test with properties that are exclusively assigned to Schmidt-Phillips LM-type unit root tests.},
address = {Essen},
author = {Stephan Popp},
copyright = {http://www.econstor.eu/dspace/Nutzungsbedingungen},
isbn = {978-3-86788-046-6},
keywords = {C12; C22; 330; Unit root tests; nonlinear regression; structural breaks; innovational outliers; Unit Root Test; Regression; Strukturbruch; Nichtlineares Verfahren; Theorie},
language = {eng},
number = {45},
publisher = {RWI},
title = {A nonlinear unit root test in the presence of an unknown break},
type = {Ruhr economic papers},
url = {http://hdl.handle.net/10419/26810},
year = {2008}
}
