Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
DOI10.1080/07474938.2012.690689zbMATH Open1491.62107OpenAlexW3124857850MaRDI QIDQ5080581FDOQ5080581
Authors: Mohitosh Kejriwal, Claude Lopez 
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/25204/1/MPRA_paper_25204.pdf
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Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Non-Markovian processes: hypothesis testing (62M07)
Cites Work
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- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Trend Function Hypothesis Testing in the Presence of Serial Correlation
- Further evidence on breaking trend functions in macroeconomic variables
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- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
- 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
- Econometric Theory and Practice
- Partial parameter consistency in a misspecified structural change model
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
- Robust methods for detecting multiple level breaks in autocorrelated time series
- UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE
Cited In (6)
- Structural breaks with deterministic and stochastic trends
- Drift and breaks in labor productivity
- On robust testing for trend
- A multicointegration model of global climate change
- Inference on a structural break in trend with mildly integrated errors
- Evaluating the impact of environmental policy on the trend behavior of US emissions of nitrogen oxides and volatile organic compounds
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