A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

2010

117 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/9d92ea21cc13204298f6a8138473b571aad74025

Citations in the corpus

• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics (2013, unknown): “A value for m also needs to be chosen in the context of the (multiple) trend break pre-test of Kejriwal and Perron (2010) used in the CKP procedure; see the discussion on pages 1776 and 1779 of CKP.”
• Stochastic convergence in per capita CO2 emissions. An approach from nonlinear stationarity analysis (2015, unknown): “Once evidence in favour of a break is detected, we test for one versus two breaks by the Kejriwal and Perron (2010) procedure, extended to the quadratic case.”