Unit root testing with stationary covariates and a structural break in the trend function (Q2852598): Difference between revisions

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+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
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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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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Testing for unit roots with stationary covariates
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+Efficient Tests for an Autoregressive Unit Root
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+Covariate unit root tests with good size and power
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+Unit root quantile autoregression testing using covariates
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+TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
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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 in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
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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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+Towards a unified asymptotic theory for autoregression
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+Time Series Regression with a Unit Root
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+Finite sample behaviour of the level shift model using quasi-differenced data
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+Testing for unit roots in autoregressive-moving average models of unknown order
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