Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types (Q5451125): Difference between revisions

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+A new look at the statistical model identification
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Q4884570
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+Detecting the number of structural breaks
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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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+Estimating the number of change-points via Schwarz' criterion
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