Some properties of a unit root test with multiple level shifts in the presence of Markov level shifts (Q1005218): Difference between revisions

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+https://doi.org/10.1016/j.matcom.2008.09.005
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+W2028967130
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Testing for a unit root in variables with a double change in the mean
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+Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Markov level shifts and the unit-root hypothesis
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