1. Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton.
   In: Applied Econometrics.
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2. A simple modification of the Busetti-Harvey stationarity tests with structural breaks at unknown time. (2014). Skrobotov, Anton.
   In: Working Papers.
   RePEc:gai:wpaper:0102.

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3. Local Structural Trend Break in Stationarity Testing. (2013). Skrobotov, Anton.
   In: Working Papers.
   RePEc:gai:wpaper:0074.

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4. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion. (2013). Skrobotov, Anton.
   In: Working Papers.
   RePEc:gai:wpaper:0043.

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5. Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics. (2013). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Taylor, A. M. Robert, .
   In: Journal of Econometrics.
   RePEc:eee:econom:v:177:y:2013:i:2:p:265-284.

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6. Breaking the Prebish Singer Hypothesis using Panel Data Stationarity Tests. (2012). Rao, Yao ; Hadri, Kaddour ; arezki, rabah ; Kurozumi, Eiji.
   In: Economics Working Papers.
   RePEc:qub:wpaper:1201.

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7. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion - in Russian. (2012). Skrobotov, Anton.
   In: Working Papers.
   RePEc:gai:wpaper:0044.

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8. Testing the Prebish–Singer hypothesis using second-generation panel data stationarity tests with a break. (2012). Rao, Yao ; Kurozumi, Eiji ; Hadri, Kaddour ; arezki, rabah.
   In: Economics Letters.
   RePEc:eee:ecolet:v:117:y:2012:i:3:p:814-816.

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9. Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite. (2010). Rao, Yao ; Hadri, Kaddour ; Larsson, Rolf.
   In: Economics Working Papers.
   RePEc:qub:wpaper:1008.

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10. Does the Law of One Price Hold in Euro-Area Retail Banking? An Empirical Analysis of Interest Rate Differentials across the Monetary Union. (2009). Affinito, Massimiliano ; Farabullini, Fabio.
    In: International Journal of Central Banking.
    RePEc:ijc:ijcjou:y:2009:q:1:a:1.

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11. Panel Stationarity Test with Structural Breaks. (2006). Hadri, Kaddour ; Rao, Yao.
    In: Research Papers.
    RePEc:liv:livedp:200615.

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12. Modelling structural breaks, long memory and stock market volatility: an overview. (2005). Urga, Giovanni ; Banerjee, Anindya.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:129:y:2005:i:1-2:p:1-34.

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13. Tests of stationarity against a change in persistence. (2004). Taylor, Robert ; Busetti, Fabio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:123:y:2004:i:1:p:33-66.

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14. Tests for Stationarity in Series with Endogenously Determined Structural Change. (2004). Harvey, David ; Mills, Terence C..
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:66:y:2004:i:5:p:863-894.

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15. Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots. (2003). Taylor, Robert ; Busetti, Fabio.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:117:y:2003:i:1:p:21-53.

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1. ——— (1997) Estimation of a change point in multiple regression models. Review of Economics and Statistics 79(4), 551–63. .
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1. Estimating a gradual parameter change in an AR(1)-process. (2022). Prakova, Zuzana ; Hukova, Marie ; Steinebach, Josef G.
   In: Metrika: International Journal for Theoretical and Applied Statistics.
   RePEc:spr:metrik:v:85:y:2022:i:7:d:10.1007_s00184-021-00844-z.

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2. Change point inference in high-dimensional regression models under temporal dependence. (2022). Zhao, Zifeng ; Yu, YI ; Xu, Haotian ; Wang, Daren.
   In: LIDAM Discussion Papers ISBA.
   RePEc:aiz:louvad:2022027.

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3. Estimating multiple breaks in mean sequentially with fractionally integrated errors. (2021). Pang, Tianxiao.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:62:y:2021:i:1:d:10.1007_s00362-019-01104-z.

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4. MARKET EFFICIENCY IN NON-RENEWABLE RESOURCE MARKETS: EVIDENCE FROM STATIONARITY TESTS WITH STRUCTURAL CHANGES. (2021). Tun, Gul Pek ; Yildirim, Dilem ; Kara, Alper.
   In: ERC Working Papers.
   RePEc:met:wpaper:2103.

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5. Consistency of an Estimator for Change Point in Volatility of Financial Returns. (2021). Ngure, Josephine Njeri ; Waititu, Anthony Gichuhi.
   In: Journal of Mathematics Research.
   RePEc:ibn:jmrjnl:v:13:y:2021:i:1:p:56.

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6. Stock earnings and bond yields in the US 1871–2017: The story of a changing relationship. (2021). Hunnes, John ; Zakamulin, Valeriy.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:79:y:2021:i:c:p:182-197.

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7. Estimation of a level shift in panel data with fractionally integrated errors. (2021). Chang, Seong Yeon.
   In: Economics Letters.
   RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002482.

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8. Dynamic graph in a symbolic data framework: An account of the causal relation using COVID-19 reports and some reflections on the financial world. (2021). Gonalves, Sandro ; Costa, Lilia ; Louzada, Francisco ; Nascimento, Diego C ; Pimentel, Bruno A.
   In: Chaos, Solitons & Fractals.
   RePEc:eee:chsofr:v:153:y:2021:i:p2:s0960077921007943.

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9. Estimation of change‐point for a class of count time series models. (2021). Cui, Yunwei ; Wu, Rongning ; Zheng, QI.
   In: Scandinavian Journal of Statistics.
   RePEc:bla:scjsta:v:48:y:2021:i:4:p:1277-1313.

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10. Estimating change points in nonparametric time series regression models. (2020). Mohr, Maria ; Selk, Leonie.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:61:y:2020:i:4:d:10.1007_s00362-020-01162-8.

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11. Robust examination of political structural breaks and abnormal stock returns in Egypt. (2020). Eldomiaty, Tarek Ibrahim ; Magdy, Nebal ; Hakam, Mohamed Nabil ; Anwar, Marwa.
    In: Future Business Journal.
    RePEc:spr:futbus:v:6:y:2020:i:1:d:10.1186_s43093-020-00014-z.

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12. Long-run trend in agricultural yield and climatic factors in Europe. (2020). de Lipsis, Vincenzo ; Agnolucci, Paolo.
    In: Climatic Change.
    RePEc:spr:climat:v:159:y:2020:i:3:d:10.1007_s10584-019-02622-3.

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13. Demand management of congested public transport systems: a conceptual framework and application using smart card data. (2020). Ma, Zhenliang ; Zhao, Jinhua ; Koutsopoulos, Haris N ; Halvorsen, Anne.
    In: Transportation.
    RePEc:kap:transp:v:47:y:2020:i:5:d:10.1007_s11116-019-10017-7.

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14. Multifractal Analysis of Market Efficiency across Structural Breaks: Implications for the Adaptive Market Hypothesis. (2020). Rastogi, Shailesh ; Patil, Ashok Chanabasangouda.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:248-:d:431596.

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15. The shifting drivers of global liquidity. (2020). Goldberg, Linda ; Gambacorta, Leonardo ; Avdjiev, Stefan ; Schiaffi, Stefano.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:125:y:2020:i:c:s0022199618301946.

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16. Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (2020). Taylor, Robert ; Kew, Hsein ; Harris, David ; Robert, A M.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:219:y:2020:i:2:p:354-388.

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17. Forecasting oil futures market volatility in a financialized world: Why speculative activities matter. (2020). Chan, Leo H ; Nguyen, Chi M.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940818301153.

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18. A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685.

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19. Breaks and the statistical process of inflation: the case of estimating the ‘modern’ long-run Phillips curve. (2019). Rambaccussing, Dooruj ; Russell, Bill.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:5:d:10.1007_s00181-017-1404-5.

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20. On the transfer of technology from universities: The impact of the Bayh–Dole Act of 1980 on the institutionalization of university research. (2019). van Hasselt, Martijn ; Link, Albert.
    In: European Economic Review.
    RePEc:eee:eecrev:v:119:y:2019:i:c:p:472-481.

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21. CHANGING BUSINESS MODELS IN INTERNATIONAL BANK FUNDING. (2019). Schiaffi, Stefano ; Gambacorta, Leonardo ; van Rixtel, Adrian.
    In: Economic Inquiry.
    RePEc:bla:ecinqu:v:57:y:2019:i:2:p:1038-1055.

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22. Tests for Structural Breaks in Time Series Analysis: A Review of Recent Development. (2019). Maheswari, Uma T ; Muthuramu, P.
    In: Shanlax International Journal of Economics.
    RePEc:acg:journl:v:7:y:2019:i:4:p:66-79.

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23. A New Test In A Predictive Regression with Structural Breaks. (2018). Cai, Zongwu ; Chang, Seong Yeon.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
    RePEc:kan:wpaper:201811.

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24. Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:204:y:2018:i:1:p:66-85.

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25. Confidence Sets for the Date of a Structural Change at the End of a Sample. (2018). Kurozumi, Eiji.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:39:y:2018:i:6:p:850-862.

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26. Inflation Persistence Before and After Inflation Targeting: A Fractional Integration Approach. (2017). Miller, Stephen ; Canarella, Giorgio.
    In: Eastern Economic Journal.
    RePEc:pal:easeco:v:43:y:2017:i:1:d:10.1057_eej.2015.36.

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27. Structural breaks and monetary dynamics: A time series analysis. (2016). El-Shazly, Alaa.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:53:y:2016:i:c:p:133-143.

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28. Inference on a Structural Break in Trend with Fractionally Integrated Errors. (2016). Perron, Pierre ; Chang, Seong Yeon.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:37:y:2016:i:4:p:555-574.

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29. Pre and post break parameter inference. (2014). Elliott, Graham ; Muller, Ulrich K..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:180:y:2014:i:2:p:141-157.

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30. Pre and post break parameter inference. (2014). Elliott, Graham ; Muller, Ulrich K.
    In: University of California at San Diego, Economics Working Paper Series.
    RePEc:cdl:ucsdec:qt4j733246.

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31. Networks, Commitment, and Competence: Caste in Indian Local Politics. (2013). Rosenzweig, Mark ; Munshi, Kaivan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19197.

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32. Estimation and inference in unstable nonlinear least squares models. (2013). Hall, Alastair ; Boldea, Otilia.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:172:y:2013:i:1:p:158-167.

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33. Inference for single and multiple change-points in time series. (2013). Jandhyala, Venkata ; Fotopoulos, Stergios ; Liu, Pengyu ; MacNeill, Ian .
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:34:y:2013:i:4:p:423-446.

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34. Tracking Signals of Change in Mediterranean Fish Diversity Based on Local Ecological Knowledge. (2011). Moschella, Paula ; Maynou, Francesc ; Azzurro, Ernesto.
    In: PLOS ONE.
    RePEc:plo:pone00:0024885.

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35. Numerical Analysis of Volatility Change Point Estimators for Discretely Sampled Stochastic Differential Equations. (2010). Iacus, Stefano ; Yoshida, Nakahiro.
    In: Economic Notes.
    RePEc:bla:ecnote:v:39:y:2010:i:1-2:p:107-127.

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36. Bootstrapping confidence intervals for the change‐point of time series. (2008). Marie Huškova, ; Kirch, Claudia.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:29:y:2008:i:6:p:947-972.

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37. The KPSS test with two structural breaks. (2007). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
    In: Spanish Economic Review.
    RePEc:spr:specre:v:9:y:2007:i:2:p:105-127.

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38. The use of cumulative sums for detection of changepoints in the rate parameter of a Poisson Process. (2007). Galeano, Pedro.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:51:y:2007:i:12:p:6151-6165.

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39. Change point estimation for the telegraph process observed at discrete times. (2007). Iacus, Stefano ; de Gregorio, Alessandro.
    In: Papers.
    RePEc:arx:papers:0705.0503.

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40. A maximal moment inequality for long range dependent time series with applications to estimation and model selection. (2005). Ing, Ching-Kang ; Wei, Ching-Zong .
    In: Econometrics.
    RePEc:wpa:wuwpem:0508009.

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41. Testing the Null of Cointegration with Structural Breaks. (2005). Sansó, Andreu ; Carrion-i-Silvestre, Josep.
    In: DEA Working Papers.
    RePEc:ubi:deawps:10.

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42. Powerful Tests of Structural Change That are Robust to Strong Serial Correlation. (2004). Vogelsang, Timothy ; Sayginsoy, Ozgen .
    In: Discussion Papers.
    RePEc:nya:albaec:04-08.

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43. DETECTING LEVEL SHIFTS IN THE PRESENCE OF CONDITIONAL HETEROSCEDASTICITY. (2004). Ruiz, Esther ; Peña, Daniel ; Carnero, M. Angeles ; Pea, Daniel.
    In: Working Papers. Serie AD.
    RePEc:ivi:wpasad:2004-06.

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44. Do Police Reduce Crime? Estimates Using the Allocation of Police Forces After a Terrorist Attack. (2004). Schargrodsky, Ernesto ; Di Tella, Rafael.
    In: American Economic Review.
    RePEc:aea:aecrev:v:94:y:2004:i:1:p:115-133.

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45. FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS. (2003). Harvey, Andrew ; Busetti, Fabio.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:24:y:2003:i:2:p:137-140.

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46. Breaking the panels. An application to the GDP per capita. (2003). Lopez-Bazo, Enrique ; del Barrio Castro, Tomás ; Carrion-i-Silvestre, Josep.
    In: Working Papers in Economics.
    RePEc:bar:bedcje:200397.

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47. Financial Integration of Emerging Markets: An Analysis of Latin America Versus South Asia Using Individual Stocks. (2001). Delgado, Francisco A. ; Goldberg, Cathy S..
    In: Multinational Finance Journal.
    RePEc:mfj:journl:v:5:y:2001:i:4:p:259-301.

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48. The New Econometrics of Structural Change: Dating Breaks in U.S. Labour Productivity. (2001). Hansen, Bruce.
    In: Journal of Economic Perspectives.
    RePEc:aea:jecper:v:15:y:2001:i:4:p:117-128.

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49. Change-point in the mean of dependent observations. (1998). Leipus, Remigijus ; Kokoszka, Piotr.
    In: Statistics & Probability Letters.
    RePEc:eee:stapro:v:40:y:1998:i:4:p:385-393.

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50. Modelling nonlinearities in GDP. Some diferences between us and spanish data. (1998). Espasa, Antoni ; Martinez, Jose Manuel.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:6259.

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