Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085): Difference between revisions

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+Testing for the Presence of a Random Walk in Series with Structural Breaks
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+FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS
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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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+Efficient Tests for an Autoregressive Unit Root
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+TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
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+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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+Unit root testing under a local break in trend
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+A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
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+Testing for stationarity with a break
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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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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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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 simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+GLS detrending, efficient unit root tests and structural change.
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+Structural breaks with deterministic and stochastic trends
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