Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of Econometrics 176 (2013) 1, pp. 30-45
Harvey, Leybourne and Taylor [Harvey, D.I., Leybourne, S.J., Taylor, A.M.R. 2009. Simple, robust and powerful tests of the breaking trend hypothesis. Econometric Theory 25, 995–1029] develop a test for the presence of a broken linear trend at an unknown point in the sample whose size is...
