Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics

Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics

(2013) David I. Harvey et al.   JOURNAL OF ECONOMETRICS

Unit root testing under a local break in trend

(2011) David I. Harvey et al.   JOURNAL OF ECONOMETRICS

TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY

(2011) Giuseppe Cavaliere et al.   ECONOMETRIC THEORY

BootstrapMUnit Root Tests

(2009) Giuseppe Cavaliere et al.   Econometric Reviews

TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND

(2009) David Harris et al.   ECONOMETRIC THEORY

GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES

(2009) Josep Lluís Carrion-i-Silvestre et al.   ECONOMETRIC THEORY

Unit root tests allowing for a break in the trend function at an unknown time under both the null and alternative hypotheses

(2008) Dukpa Kim et al.   JOURNAL OF ECONOMETRICS