Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks (Q3625367): Difference between revisions

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+Efficient Tests for an Autoregressive Unit Root
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+Misspecification tests, unit roots and level shifts
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+BEHAVIOR OF DICKEY–FULLER <i>t</i>-TESTS WHEN THERE  IS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Level shifts, unit roots and misspecification of the breaking date
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+Selection of the break in the Perron-type tests
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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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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+GLS detrending, efficient unit root tests and structural change.
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+SEARCHING FOR ADDITIVE OUTLIERS IN NONSTATIONARY TIME SERIES*
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+Testing for a unit root in time series regression
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+Unit root tests for time series with outliers
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+The effects of outliers on two nonlinearity tests
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+Two Simple Procedures for Testing for a Unit Root When There are Additive Outliers
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