A test for stationarity in the presence of a structural break is proposed. An unknown break point is endogenously determined at the value minimizing the test statistic. The break point can be estimated reasonably well under the null hypothesis of stationarity, especially when the magnitude of the break is large
This paper examines the accuracy of break point estimation using the endogenous break unit root test...
The endogenous two-break unit root test of Lumsdaine and Papell is derived assuming no structural br...
This paper examines the accuracy of break point estimation using the endogenous break unit root test...
A test for stationarity in the presence of a structural break is proposed. An unknown break point is...
A test for stationarity in the presence of a structural break is proposed. An unknown break point is...
The paper develops a test with the null of stationarity that allows for the possibility of an unknow...
We consider tests of null hypothesis of stationarity against a unit root alternative when the series...
We propose a test that examines the null of cointegration while allowing for a structural break in t...
Macroeconomic variables have been shown to display a wide variety of structural breaks of unknown nu...
Macroeconomic variables have been shown to display a wide variety of structural breaks of unknown nu...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
In this note we highlight a minor error in asymptotic distribution of one of the Busetti and Harvey ...
We examine a test for weak stationarity against alternatives that covers both local-stationarity and...
This paper proposes a test statistic for the null hypothesis of panel stationarity that allows for t...
Perron [Perron, P., 1989. The great crash, the oil price shock and the unit root hypothesis. Econome...
This paper examines the accuracy of break point estimation using the endogenous break unit root test...
The endogenous two-break unit root test of Lumsdaine and Papell is derived assuming no structural br...
This paper examines the accuracy of break point estimation using the endogenous break unit root test...
A test for stationarity in the presence of a structural break is proposed. An unknown break point is...
A test for stationarity in the presence of a structural break is proposed. An unknown break point is...
The paper develops a test with the null of stationarity that allows for the possibility of an unknow...
We consider tests of null hypothesis of stationarity against a unit root alternative when the series...
We propose a test that examines the null of cointegration while allowing for a structural break in t...
Macroeconomic variables have been shown to display a wide variety of structural breaks of unknown nu...
Macroeconomic variables have been shown to display a wide variety of structural breaks of unknown nu...
In this paper we propose residual-based tests for the null hypothesis of cointegration with structur...
In this note we highlight a minor error in asymptotic distribution of one of the Busetti and Harvey ...
We examine a test for weak stationarity against alternatives that covers both local-stationarity and...
This paper proposes a test statistic for the null hypothesis of panel stationarity that allows for t...
Perron [Perron, P., 1989. The great crash, the oil price shock and the unit root hypothesis. Econome...
This paper examines the accuracy of break point estimation using the endogenous break unit root test...
The endogenous two-break unit root test of Lumsdaine and Papell is derived assuming no structural br...
This paper examines the accuracy of break point estimation using the endogenous break unit root test...
DOI
Add to ORKG