This paper extends the Andrews (2002, <italic>Econometrica</italic> 71, 1661–1694) and Andrews and Kim (2006, <italic>Journal of Business & Economic Statistics</italic> 24, 379–394) ordinary least squares–based end-of-sample instability tests for linear regression models. The author proposes to quasi-difference the data...

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...