A simple testing procedure for unit root and model specification (Q1659023): Difference between revisions

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+GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
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+Joint hypothesis specification for unit root tests with a structural break
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+On the asymptotic distribution of a simple unit root test for trending and breaking series
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+JOINT HYPOTHESIS TESTS FOR A RANDOM WALK BASED ON INSTRUMENTAL VARIABLE ESTIMATORS
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+Unit root tests in time series. Volume 1. Key concepts and problems
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+Unit root tests in time series. Volume 2. Extensions and developments
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Further evidence on breaking trend functions in macroeconomic variables
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+A joint test for structural stability and a unit root in autoregressions
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+New innovational outlier unit root test with a break at an unknown time
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+Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance
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