TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (Q3652619): Difference between revisions

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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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+TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS
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+Consistent autoregressive spectral estimates
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+Finite sample behaviour of the level shift model using quasi-differenced data
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Structural breaks with deterministic and stochastic trends
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+GLS detrending, efficient unit root tests and structural change.
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+Further evidence on breaking trend functions in macroeconomic variables
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+COMMENTARIES ON “Unit Root Testing in Practice: Dealing with Uncertainty over the Trend and Initial Condition,” by David I. Harvey, Stephen J. Leybourne, and A.M. Robert Taylor
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Large Sample Properties of Posterior Densities, Bayesian Information Criterion and the Likelihood Principle in Nonstationary Time Series Models
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+Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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+Generalization of an inequality of Kolmogorov
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+Efficient Tests for an Autoregressive Unit Root
@@ Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank @@
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Testing for unit roots in time series models with non-stationary volatility
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+Publication:3652619