Unit‐root testing against the alternative hypothesis of up to m structural breaks

299 citations recorded by the source corpus.

Citations in the corpus

A new unit root test with two structural breaks in level and slope at unknown time (2010, unknown): “Alternatively, we use a sequential procedure comparable to Kapetanios (2005). In a rst step, we search for a single break which we select according to the maximum absolute t-value of the break dummy coe¢ cient 1 for M1 1So, the asymptotic results for the Perron-test in the case of a known break dat”
GLS-based unit root tests with multiple structural breaks both under the null and the alternative hypotheses (2007, unknown): “For multiple structural breaks, Ohara (1999) and Kapetanios (2005) generalized the approach in Zivot and Andrews (1992).”
GLS-BASED UNIT ROOT TESTS WITH MULTIPLE STRUCTURAL BREAKS UNDER BOTH THE NULL AND THE ALTERNATIVE HYPOTHESES (2009, unknown): “Kim and Perron (2006) developed a methodology that allows a break at an unknown time under both the null and alternative hypotheses.”
What does export diversification do for growth? An econometric analysis (2006, unknown): “To consider the possibility that two break points occurred over the relevant period we apply Kapetanios’ ( 2002 ) test for the unit root hypothesis against the alternative of trend stationarity with two endogenously determined breaks.”