In this note, we highlight a minor error in the asymptotic distribution of one of the Busetti and Harvey (2001) tests for stationarity in the presence of structural breaks, and provide corrected asymptotic critical values where relevant. In addition, we examine the extent to which finite sample...

Trends are extracted from the central England temperature (CET) data available from 1723, using both annual and seasonal averages. Attention is focused on fitting non-parametric trends and it is found that, while there is no compelling evidence of a trend increase in the CET, there have been...

We consider tests of the null hypothesis of stationarity against a unit root alternative, when the series is subject to structural change at an unknown point in time. Three extant tests are reviewed which allow for an endogenously determined instantaneous structural break, and a related fourth...