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Tests for multiple breaks in the trend with stationary or integrated shocks
Sobreira, Nuno; Nunes, Luis C. - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 394-411
Persistent link: https://www.econbiz.de/10011494825
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Tests for stationarity in series with endogenously determined structural change
Harvey, David I.; Mills, Terence C. - In: Oxford bulletin of economics and statistics 66 (2004) 5, pp. 863-894
Persistent link: https://www.econbiz.de/10002460761
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A unit root test using a Fourier series to approximate smooth breaks
Enders, Walter; Lee, Junsoo - In: Oxford bulletin of economics and statistics 74 (2012) 4, pp. 574-599
Persistent link: https://www.econbiz.de/10010219892
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An IV test for a unit root in generally trending and correlated panels
Westerlund, Joakim - In: Oxford bulletin of economics and statistics 78 (2016) 5, pp. 752-764
Persistent link: https://www.econbiz.de/10011579106
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Testing for fractional integration versus short memory with structural breaks
Mayoral, Laura - In: Oxford bulletin of economics and statistics 74 (2012) 2, pp. 278-305
Persistent link: https://www.econbiz.de/10009526715
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A simple panel unit-root test with smooth breaks in the presence of a multifactor error structure
Lee, Chingnun; Wu, Jyh-lin; Yang, Lixiong - In: Oxford bulletin of economics and statistics 78 (2016) 3, pp. 365-393
Persistent link: https://www.econbiz.de/10011494823
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Test procedures for unit roots in time series with level shifts at unknown time
Lanne, Markku; Lütkepohl, Helmut; Saikkonen, Pentti - In: Oxford bulletin of economics and statistics 65 (2003) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001741975
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Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
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On the power of GLS-type unit root tests
Burridge, Peter; Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
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Detection of structural change in the long-run persistence in a univariate time series
Kurozumi, Eiji - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 181-206
Persistent link: https://www.econbiz.de/10002693262