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Additional tests for a unit root allowing for a break in the trend function at an unknown time
Vogelsang, Timothy J. - In: International economic review 39 (1998) 4, pp. 1073-1100
Persistent link: https://www.econbiz.de/10001338799
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Nonstationarity and level shifts with an application to purchasing power parity
Perron, Pierre - In: Journal of business & economic statistics : JBES ; a … 10 (1992) 3, pp. 301-320
Persistent link: https://www.econbiz.de/10001126535
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A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
Perron, Pierre - In: Revista de econometria 13 (1993) 2, pp. 181-201
Persistent link: https://www.econbiz.de/10001163783
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Trend function hypothesis testing in the presence of serial correlation
Vogelsang, Timothy J. - In: Econometrica : journal of the Econometric Society, an … 66 (1998) 1, pp. 123-148
Persistent link: https://www.econbiz.de/10001233467
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Sources of nonmonotonic power when testing for a shift in mean of a dynamic time series
Vogelsang, Timothy J. - In: Journal of econometrics 88 (1999) 2, pp. 283-299
Persistent link: https://www.econbiz.de/10001252783
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Wald-type tests for detecting breaks in the trend function of a dynamic time series
Vogelsang, Timothy J. - In: Econometric theory 13 (1997) 6, pp. 818-849
Persistent link: https://www.econbiz.de/10001236162