WALD TESTS FOR DETECTING MULTIPLE STRUCTURAL CHANGES IN PERSISTENCE (Q2847584): Difference between revisions

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+Estimating restricted structural change models
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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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+A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
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+RECOGNIZING OVERDIFFERENCED TIME SERIES
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+Modified tests for a change in persistence
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+Tests of stationarity against a change in persistence
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+Efficient Tests for an Autoregressive Unit Root
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+Consistent autoregressive spectral estimates
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+STRUCTURAL CHANGE IN AR(1) MODELS
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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Tests for Parameter Instability and Structural Change With Unknown Change Point
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+CUSUM of Squares‐Based Tests for a Change in Persistence
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+Tests for a change in persistence against the null of difference‐stationarity
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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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