Further evidence on breaking trend functions in macroeconomic variables

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scientific article; zbMATH DE number 3942888 (Why is no real title available?)
scientific article; zbMATH DE number 3613353 (Why is no real title available?)
scientific article; zbMATH DE number 6846220 (Why is no real title available?)
scientific article; zbMATH DE number 3274494 (Why is no real title available?)
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Residual-based tests for cointegration in models with regime shifts
Testing for unit roots in autoregressive-moving average models of unknown order
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag

Cited in

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Comment on “Statistical Adequacy and the Testing of Trend Versus Difference Stationarity” by Andreou and Spanos (Number 1)
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY
Smooth structural changes and common factors in nonstationary panel data: an analysis of healthcare expenditures^†
A simple unit root testing methodology that does not require knowledge regarding the presence of a break
Spurious Rejections with Endogenous Break Unit Root Tests in the Presence of Outliers and Breaks
Selection of the break in the Perron-type tests
Structural breaks with deterministic and stochastic trends
Empirically relevant critical values for hypothesis tests: A bootstrap approach
Unit roots and structural breaks in OECD unemployment
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Climate change and the US wheat commodity market
Modeling the impact of real and financial shocks on Mercosur: The role of the exchange rate regime
Distinguishing between trend-break models: method and empirical evidence
Model specification in panel data unit root tests with an unknown break
Joint hypothesis specification for unit root tests with a structural break
Fuzzy modelling and estimation of economic relationships
On the asymptotic distribution of a simple unit root test for trending and breaking series
Detection and attribution of climate change through econometric methods
Statistical Adequacy and the Testing of Trend Versus Difference Stationarity
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
Testing for stationarity with a break
Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
Modelling breaks and clusters in the steady states of macroeconomic variables
A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break
50 years of capital mobility in the eurozone: breaking the Feldstein-Horioka puzzle
A new unit root test with two structural breaks in level and slope at unknown time
Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending
Unit root test with high-frequency data
Finite sample behaviour of the level shift model using quasi-differenced data
Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics
A wavelet-based approach for modelling exchange rates
Testing for unit roots in short panels allowing for a structural break
Unit root tests in the presence of an innovation variance break that has power against the mean break stationary alternative
A bootstrap test for additive outliers in non-stationary time series
Analysis of structural breaks and unit root tests for Chinese macroeconomic data
Model-Selection-Based Detection of Unit Root Allowing for Various Trend-Break Types
On infimum Dickey-Fuller unit root tests allowing for a trend break under the null
Unit root testing under a local break in trend
Spurious regression
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics
Recursive adjustment, unit root tests and structural breaks
Panel data unit root test with structural break: a Bayesian approach
Residual‐based block bootstrap unit root testing in the presence of trend breaks
Testing for a unit root in the presence of a possible break in trend
GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
A simple testing procedure for unit root and model specification
An infimum coefficient unit root test allowing for an unknown break in trend
Cointegration Rank Estimation for High-Dimensional Time Series With Breaks
Testing for a unit root in variables with a double change in the mean
Regime changes and interest rate risk
Unit root tests and structural change when the initial observation is drawn from its unconditional distribution
Methods of analyzing nonstationary time series with implicit changes in their properties
Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures
THE BEHAVIOR OF HEGY TESTS FOR QUARTERLY TIME SERIES WITH SEASONAL MEAN SHIFTS
GLS detrending, efficient unit root tests and structural change.
A re-examination of Libor rigging: a time-varying cointegration perspective
Unit root testing with stationary covariates and a structural break in the trend function
Delay times of sequential procedures for multiple time series regression models
Structural changes and unit roots in non-stationary time series
On the Use of the Flexible Fourier Form in Unit Root Tests, Endogenous Breaks, and Parameter Instability
A Bayesian structural-change analysis via the stochastic approximation Monte Carlo and Gibbs sampler
Recursive adjusted unit root tests under non-stationary volatility
Structural breaks, tourism development, and economic growth: Evidence from Taiwan
Fixed and recursive right-tailed Dickey-Fuller tests in the presence of a break under the null
Federal regulation and aggregate economic growth
Grain prices, oil prices, and multiple smooth breaks in a VAR
Modelling structural breaks, long memory and stock market volatility: an overview
The distribution of rolling regression estimators
New innovational outlier unit root test with a break at an unknown time
On LM-type tests for seasonal unit roots in the presence of a break in trend
Performance of LM-type unit root tests with trend break: a bootstrap approach
Stationarity testing under nonlinear models. Some asymptotic results
A parametric stationarity test with smooth breaks
Joint maximum likelihood estimation of unit root testing equations and GARCH processes: some finite-sample issues
Estimating the equilibrium effective exchange rate for potential EMU members
Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

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