Unit Root Tests Allowing for a Break in the Trend Function at an Unknown Time Under Both the Null and Alternative Hypotheses

By Dukpa Kim, Pierre Perron. 2009

389 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/b2fa2b4fdfda41e52ce4f887844d4986b60f6f40

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In Economics and Econometrics

Citations in the corpus

Testing for Shifts in Trend With an Integrated or Stationary Noise Component (2009, methodology): “9This data set is the same as used by Kormendi and Meguire (1990), Perron (1992) and Perron and Zhu (2005), and was obtained through the Journal of Money, Credit and Banking editorial office.”
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics (2013, methodology): “05 signi cance level, with k selected using the MAIC procedure of Ng and Perron (2001) and Perron and Qu (2007) with kmax = b12(T=100)1=4c.”
Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China (2020, methodology): “(ii), We apply Kim and Perron (2009) unit root test which accommodates single unknown structural break stems”
Energy Consumption, Financial Development and Economic Growth in India: New Evidence from a Nonlinear and Asymmetric Analysis (2017, positive): “Furthermore, Kim and Perron (2009) argued that traditional unit root tests provide ambiguous results due to their low explanatory power and poor size distribution, as structural breaks are treated asymmetrically not only in the null hypothesis but also in the alternative hypothesis.”
Analyzing nonlinear impact of economic growth drivers on CO2 emissions: Designing an SDG framework for India (2020, methodology): “To assess the data stationarity with structural discontinuity, an ADF test (Kim and Perron 2009) is also conducted.”