Selection of the break in the Perron-type tests (Q265103): Difference between revisions

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+Q4769776
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+Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks
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+Testing for a unit root in variables with a double change in the mean
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Q4344418
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+Misspecification of the breaking date in segmented trend variables: Effect on the 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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+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 the dimension of a model
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