Testing for a Shift in Trend when Serial Correlation is of Unknown Form

By Timothy J. Vogelsang. 2001

53 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/3958c3990d45bbe62b7f806bff2f69d9ffbca4cb

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Josep Lluís Carrion‐i‐Silvestre
2. Dukpa Kim
3. Pierre Perron
4. Muhammad Shahbaz
5. David I. Harvey
6. S. Leybourne
7. Yohei Yamamoto
8. Ruhul Salim

Citations in the corpus

• Dealing with Structural Breaks (2005, background): “Vogelsang (2001) takes a different approach to obtain a statistic that has the same rate of convergence under both the I(0) and I(1) cases (see also Vogelsang 1998a,b).”
• GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009, methodology): “This testing problem has recently been addressed by Vogelsang (2001) and Perron and Yabu (2009).”