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A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component
16 references·0 citing·37 second hop
A Sequential Procedure to Determine the Number of Breaks in Trend with an Integrated or Stationary Noise Component (2009)A Sequential Procedure to Determine the N…Robust methods for detecting multiple level breaks in autocorrelated time series (2010)Robust methods for detecting …SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (2009)SIMPLE, ROBUST, AND POWERFUL …GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009)GLS-BASED UNIT ROOT TESTS WIT…Estimating deterministic trends with an integrated or stationary noise component (2009)Estimating deterministic tren…Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses (2008)Unit root tests allowing for …The limit distribution of the estimates in cointegrated regression models with multiple structural changes (2008)The limit distribution of the…Structural breaks with deterministic and stochastic trends (2004)Structural breaks with determ…ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS (2002)ON THE ASYMPTOTICS OF ADF TES…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Estimation for Autoregressive Time Series With a Root Near 1 (2001)Estimation for Autoregressive…Trend Function Hypothesis Testing in the Presence of Serial Correlation (1998)Trend Function Hypothesis Tes…Multiple Trend Breaks and the Unit-Root Hypothesis (1997)Multiple Trend Breaks and the…International trade and structural change (1997)International trade and struc…Are U.S. regional incomes converging? 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References

  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 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
  • 2009GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES475 cited
  • 2008Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses377 cited
  • 1998Trend Function Hypothesis Testing in the Presence of Serial Correlation302 cited
  • 2004Structural breaks with deterministic and stochastic trends225 cited
  • 2002ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS145 cited
  • 2009Estimating deterministic trends with an integrated or stationary noise component143 cited
  • 1996Are U.S. regional incomes converging? Some further evidence138 cited
  • 2008The limit distribution of the estimates in cointegrated regression models with multiple structural changes115 cited
  • 2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS105 cited
  • 2001Estimation for Autoregressive Time Series With a Root Near 1

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86 cited
  • 1997International trade and structural change52 cited
  • 2010Robust methods for detecting multiple level breaks in autocorrelated time series36 cited
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