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On Unit-Root Tests When the Alternative Is a Trend-Break Stationary Process

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
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
1988Trends and random walks in macroeconomic time series2,433 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
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
1993Testing for a Unit Root872 cited
1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 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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1988Searching For a Break in GNP587 cited

1995Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag502 cited

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