Research graph
References from Further evidence on breaking trend functions in macroeconomic variables. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
1972 · External reference
Recursive and sequential tests of the unit root and trend break hypothesis: theory and international evidence
10.2307/1391542 · 1992 · External reference
Unresolved reference
1968 · External reference
Unresolved reference
1991 · External reference
International evidence on the persistence of economic fluctuations
10.1016/0304-3932(89)90054-8 · 1989 · External reference
Searching for breaks in GNP
10.2307/1391540 · 1992 · External reference
Distribution of the estimators for autoregressive time series with a unit root
10.2307/2286348 · 1979 · External reference
Monetary trends in the United States and the United Kingdom: their relation to income, prices and interest rates
1982 · External reference
Residual-based tests for cointegration in models with regime shifts
10.1016/0304-4076(69)41685-7 · 1996 · External reference
Testing for a unit root in time series with pretest data based model selection
10.2307/1392214 · 1994 · External reference
Trends and random walks in macroeconomic time series
10.1016/0304-3932(82)90012-5 · 1982 · External reference
Unit root tests in ARMA models with data dependent methods for the selection of the truncation lag
10.2307/2291151 · 1995 · External reference
Unresolved reference
1978 · External reference
The Great Crash, the oil price shock and the unit root hypothesis
10.2307/1913712 · 1989 · External reference
Test consistency with varying sampling frequency
10.1017/s0266466600004503 · 1991 · External reference
Trend, unit root and structural change in macroeconomic time series
1994 · External reference
Nonstationarity and level shifts with an application to purchasing power parity
10.2307/1391544 · 1992 · External reference
A note on the asymptotic distributions of unit root tests in the additive outlier model with breaks
1993 · External reference
The Great Crash, the oil price shock and the unit root hypothesis: Erratum
10.2307/2951792 · 1993 · External reference
Unresolved reference
1986 · External reference
Testing for unit roots in autoregressive — moving average models of unknown order
10.1093/biomet/71.3.599 · 1984 · External reference
Unresolved reference
1993 · External reference
Unresolved reference
1994 · External reference
Further evidence on the Great Crash, the oil price shock and the unit root hypothesis
10.2307/1391541 · 1992 · External reference