Amit Sen

Available identifiers

Publication	Date of Publication	Type
A simple unit root testing methodology that does not require knowledge regarding the presence of a break	2022-06-28	Paper
A simple testing procedure for unit root and model specification	2018-08-15	Paper
Lagrange multiplier unit root test in the presence of a break in the innovation variance	2018-06-01	Paper
On the asymptotic distribution of a simple unit root test for trending and breaking series	2012-05-18	Paper
Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative	2009-03-04	Paper
Joint Hypothesis Tests for a Unit Root When There is a Break in the Innovation Variance	2008-06-18	Paper
Behaviour of Dickey-Fuller tests when there is a break under the unit root null hypothesis	2008-04-28	Paper
On the distribution of Dickey--Fuller unit root statistics when there is a break in the innovation variance	2007-03-12	Paper
Limiting behaviour of Dickey–Fuller F‐tests under the crash model alternative	2004-03-17	Paper
Behaviour of Dickey-Fuller \(F\)-tests under the trend-break stationary alternative	2002-09-05	Paper
Approximate \(p\)-values of predictive tests for structural stability	1999-06-21	Paper

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