GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (Q3652626): Difference between revisions

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+Structural breaks with deterministic and stochastic trends
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests
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+Level shifts, unit roots and misspecification of the breaking date
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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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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+Efficient Tests for an Autoregressive Unit Root
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+Misspecification tests, unit roots and level shifts
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+GLS detrending, efficient unit root tests and structural change.
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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+Estimating restricted structural change models
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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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