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A new unit root test with two structural breaks in level and slope at unknown time

11 references·16 citing·28 second hopsampled

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
1982Trends and random walks in macroeconmic time series4,670 cited
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis3,283 cited
1988Trends and random walks in macroeconomic time series2,433 cited
2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
1992LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*832 cited
1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
1998Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time656 cited

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