Recursive adjustment, unit root tests and structural breaks (Q2852481): Difference between revisions

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+A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
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+Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples
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+GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES
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+TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
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+Limiting distributions of least squares estimates of unstable autoregressive processes
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Minimizing the impact of the initial condition on testing for unit roots
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+Efficient Tests for an Autoregressive Unit Root
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+On testing for unit roots and the initial observation
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+SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Robust methods for detecting multiple level breaks in autocorrelated time series
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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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+Unit root tests for time series with level shifts: a comparison of different proposals.
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Tests for Unit Roots and the Initial Condition
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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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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+Regression Theory for Near-Integrated Time Series
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+Properties of recursive trend-adjusted unit root tests
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+Recursive adjustment, unit root tests and structural breaks
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+TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT  AT UNKNOWN TIME
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+Recursive mean adjustment in time-series inferences
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+An invariant sign test for random walks based on recursive median adjustment
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+recursive Mean Adjustment for Unit Root Tests
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+Recursive mean adjustment and tests for nonstationarities
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