A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component (Q3103186): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Estimating and Testing Linear Models with Multiple Structural Changes
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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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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Normal rank
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+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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+Q3477803
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+The limit distribution of the estimates in cointegrated regression models with multiple structural changes
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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 Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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+Estimating deterministic trends with an integrated or stationary noise component
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+Structural breaks with deterministic and stochastic trends
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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