Carrion-i-Silvestre, Josep Lluís; Kim, Dukpa; Perron, … - In: Econometric Theory 25 (2009) 06, pp. 1754-1792
Perron (1989, <italic>Econometrica</italic> 57, 1361–1401) introduced unit root tests valid when a break at a known date in the trend function of a time series is present. In particular, they allow a break under both the null and alternative hypotheses and are invariant to the magnitude of the shift in level...
