This paper considers the problem of testing for structural changes in the trend function of a univariate time series without any prior knowledge as to whether the noise component is stationary or contains an autoregressive unit root. We propose a new approach that builds on the work of Perron...

Roy, Falk and Fuller (2004) presented a procedure aimed at providing a test for the value of the slope of a trend function that has (nearly) controlled size in autoregressive models whether the noise component is stationary or has a unit root. In this note, we document errors in both their...