Unit roots, level shifts, and trend breaks in per capita output: a robust evaluation
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Publication:5080581
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Cites work
- A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component
- A simple, robust and powerful test of the trend hypothesis
- Econometric Theory and Practice
- Efficient Tests for an Autoregressive Unit Root
- Estimating and Testing Linear Models with Multiple Structural Changes
- Estimating deterministic trends with an integrated or stationary noise component
- Further evidence on breaking trend functions in macroeconomic variables
- GLS-based unit root tests with multiple structural breaks under both the null and the alternative hypotheses
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
- LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
- Partial parameter consistency in a misspecified structural change model
- Robust methods for detecting multiple level breaks in autocorrelated time series
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS
- Structural breaks with deterministic and stochastic trends
- Testing for a unit root in the presence of a possible break in trend
- Tests for Parameter Instability and Structural Change With Unknown Change Point
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- Trend Function Hypothesis Testing in the Presence of Serial Correlation
- UNIT ROOTS, TREND BREAKS, AND TRANSITORY DYNAMICS: A MACROECONOMIC PERSPECTIVE
- Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses
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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