Unit root tests with a break in innovation variance. (Q1858958): Difference between revisions

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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Testing For and Dating Common Breaks in Multivariate Time Series
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+Maximum likelihood estimation of a change-point in the distribution of independent random variables: general multiparameter case
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+Maximum likelihood estimation of multiple change points
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+Testing for a unit root in the presence of a variance shift
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Testing and estimating change-points in time series
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+Q4869532
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+https://doi.org/10.1016/s0304-4076(02)00118-5
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+W2135002783
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