Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (Q301954): Difference between revisions

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+https://doi.org/10.1016/j.jeconom.2008.08.019
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+W2005954167
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Misspecification tests, unit roots and level shifts
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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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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+Level shifts, unit roots and misspecification of the breaking date
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+Misspecification of the breaking date in segmented trend variables: Effect on the unit root tests
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+The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis.
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+Structural breaks, unit roots and methods for removing the autocorrelation pattern
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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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+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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+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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+Testing for a unit root in time series regression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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