https://ideas.repec.org/p/pra/mprapa/27569.html
Australasian money demand stability: Application of structural break tests
Downloadable! Estimates of the demand for money provide important foundations for monetary policy setting but if the estimation technique does not explicitly...
money demandstructural breakaustralasianstabilityapplication
https://ideas.repec.org/a/bla/jtsera/v37y2016i4p555-574.html
Inference on a Structural Break in Trend with Fractionally Integrated Errors
Downloadable (with restrictions)! Perron and Zhu (2005) established the consistency, rate of convergence and the limiting distributions of parameter estimates...
on astructural breakin trendinference
https://www.scielo.org.mx/scielo.php?script=sci_abstract&pid=S1665-53462020000400725&lng=es&nrm=iso&tlng=en
Causality and Stationarity with Structural Break in Electricity Consumption and GDP per capita in...
structural break
https://ideas.repec.org/a/ebl/ecbull/eb-13-00296.html
Minimum LM unit root test with one structural break
Downloadable! In this paper, we consider the minimum Lagrange Multiplier (LM) unit root test with one structural break in intercept and trend. This paper...
unit root testminimumlmonestructural
https://ideas.repec.org/p/apl/wpaper/04-17.html
Minimum LM Unit Root Test with One Structural Break
Downloadable! In this paper, we propose a minimum LM unit root test that endogenously determines a structural break in intercept and trend. Critical values are...
unit root testminimumlmonestructural