Abstract Recent approaches in unit root testing have taken into account the influences of initial conditions and data trend breaks via pre-testing and union of rejection testing strategies. This paper reviews existing methods, extends the methods of (Harvey, D. I., S. J. Leybourne, and A. M. R. Taylor. 2012b. “Unit Root Testing under a Local Break in Trend.” Journal of Econometrics 167:140–167), and integrates these techniques to create a comprehensive testing strategy. Even when presented with nuisance parameters such as initial conditions and data breaks, this new strategy holds promising asymptotic and finite sample properties.

中文翻译：

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单位根测试中的趋势突破和初始条件

摘要单元根测试的最新方法已经通过初始测试和联合拒绝测试策略考虑了初始条件和数据趋势中断的影响。本文回顾了现有方法，扩展了这些方法（Harvey，DI，SJ Leybourne和AMR Taylor。2012b。“趋势局部突破下的单位根检验”。《计量经济学》 167：140–167），并将这些技术整合在一起创建全面的测试策略。即使在出现诸如初始条件和数据中断等令人讨厌的参数的情况下，这种新策略仍具有令人满意的渐近和有限样本属性。