TESTING FOR UNIT ROOTS IN AUTOREGRESSIONS WITH MULTIPLE LEVEL SHIFTS (Q2886980): Difference between revisions

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+Joint Estimation of Model Parameters and Outlier Effects in Time Series
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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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+Unit Root Tests under Time-Varying Variances
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+Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Testing for the Presence of a Random Walk in Series with Structural Breaks
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+Infrequent permanent shocks and the finite-sample performance of unit root tests
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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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+Estimating and Testing Linear Models with Multiple Structural Changes
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+Tests for Unit Roots and the Initial Condition
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+Testing for the Cointegrating Rank of a VAR Process with Level Shift at Unknown Time
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+Unit roots and smooth transitions
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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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+Long memory and stochastic trend.
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+Comparison of unit root tests for time series with level shifts
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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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+Unit‐root testing against the alternative hypothesis of up to <i>m</i> structural breaks
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+Testing for unit roots in time series with level shifts
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+Regression Theory for Near-Integrated Time Series
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+Efficient Tests for an Autoregressive Unit Root
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+Towards a unified asymptotic theory for autoregression
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+Testing for a unit root in variables with a double change in the mean
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+GLS detrending, efficient unit root tests and structural change.
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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