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Testing for a unit root in variables with a double change in the mean

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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
1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
1992Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis1,956 cited
1997Multiple Trend Breaks and the Unit-Root Hypothesis1,504 cited
1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag1,459 cited
1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity1,230 cited
1990Testing for a Unit Root in a Time Series With a Changing Mean1,180 cited
1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited

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