SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959): Difference between revisions

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+Nonparametric tests for unit roots and cointegration.
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+CUSUM of Squares‐Based Tests for a Change in Persistence
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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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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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+New Tools for Understanding Spurious Regressions
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+Structural breaks with deterministic and stochastic trends
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Econometric estimation of a continuous time macroeconomic model of the United Kingdom with segmented trends
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+https://doi.org/10.1017/s0266466608090385
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+W2158787629
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