Becker, Ralf; Enders, Walter; Lee, Junsoo - In: Journal of Time Series Analysis 27 (2006) 3, pp. 381-409
Macroeconomic variables have been shown to display a wide variety of structural breaks of unknown number, duration and form. This poses a challenge since improperly modelled breaks can result in a seriously misspecified model. In this paper, we develop a new test for stationarity that...
