1. Determinants of the WTI‐Brent price spread revisited. (2021). Geyerklingeberg, Jerome ; Rathgeber, Andreas W.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:5:p:736-757.

   Full description at Econpapers || Download paper

2. Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton.
   In: Applied Econometrics.
   RePEc:ris:apltrx:0396.

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

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

   Full description at Econpapers || Download paper

5. 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.

   Full description at Econpapers || Download paper

6. Purchasing power parity for fifteen Latin American countries: Stationary test with a Fourier function. (2011). Chang, Tsangyao ; Su, Chi-Wei ; Tsangyao, Chang.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:20:y:2011:i:4:p:839-845.

   Full description at Econpapers || Download paper

1. 1BUSETTI, F. and HARVEY, A. C. (2001) Testing for the presence of a random walk in series with structural breaks. Journal of Time series Analysis 22, 127–50. .

2. 2KWIATKOWSKI, D., PHILLIPS, P. C. B., SCHMIDT, P. and SHIN, Y. (1992) Testing the null hypothesis of stationarity against the alternative of a unit root: how sure are we that economic time series have a unit root? Journal of Econometrics 44, 159–78. .

3. 3NYBLOM, J. and MÄKELÄINEN, T. (1983) Comparison of tests for the presence of random walk coefficients in a simple linear model. Journal of the American Statistical Association 78, 856–64. .
   Paper not yet in RePEc: Add citation now
   
4. 4ZIVOT, E. and ANDREWS, D. W. K. (1992) Further evidence on the Great Crash, the oil‐price shock, and the unit‐root hypothesis. Journal of Business and Economic Statistics 10, 251–70. .
   Paper not yet in RePEc: Add citation now
   

1. A Bayes Analysis of Random Walk Model Under Different Error Assumptions. (2024). Agarwal, Manika ; Tripathi, Praveen Kumar.
   In: Annals of Data Science.
   RePEc:spr:aodasc:v:11:y:2024:i:5:d:10.1007_s40745-023-00465-5.

   Full description at Econpapers || Download paper

2. Testing for multiple level shifts with an integrated or stationary noise component. (2023). Gadea, Maria Dolores ; Carrionisilvestre, Josep Lluis.
   In: Journal of Applied Econometrics.
   RePEc:wly:japmet:v:38:y:2023:i:6:p:801-819.

   Full description at Econpapers || Download paper

3. Determinants of the WTI‐Brent price spread revisited. (2021). Geyerklingeberg, Jerome ; Rathgeber, Andreas W.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:5:p:736-757.

   Full description at Econpapers || Download paper

4. Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton.
   In: Applied Econometrics.
   RePEc:ris:apltrx:0396.

   Full description at Econpapers || Download paper

5. Asymmetric price transmission in the US and German fuel markets: a quantile autoregression approach. (2019). Schweikert, Karsten.
   In: Empirical Economics.
   RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1376-5.

   Full description at Econpapers || Download paper

6. Group transfer entropy with an application to cryptocurrencies. (2019). Dimpfl, Thomas ; Peter, Franziska J.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:516:y:2019:i:c:p:543-551.

   Full description at Econpapers || Download paper

7. Examining the Efficiency of American Stock Exchange NASDAQ: An empirical analysis of the Market Efficiency Hypothesis. (2018). Younas, Muhammad Zeeshan ; Mehmood, Rashid.
   In: Bulletin of Business and Economics (BBE).
   RePEc:rfh:bbejor:v:7:y:2018:i:3:p:132-137.

   Full description at Econpapers || Download paper

8. Co-integration and control: assessing the impact of events using time series data. (2017). Harvey, Andrew ; Thiele, S.
   In: Cambridge Working Papers in Economics.
   RePEc:cam:camdae:1731.

   Full description at Econpapers || Download paper

9. Remittances in Mexico and their unobserved components. (2016). Corona, Francisco ; Orraca, Pedro.
   In: DES - Working Papers. Statistics and Econometrics. WS.
   RePEc:cte:wsrepe:22674.

   Full description at Econpapers || Download paper

10. 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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

13. 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.

    Full description at Econpapers || Download paper

14. Testing for a break in trend when the order of integration is unknown. (2013). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; Robert Taylor, A. M., .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:176:y:2013:i:1:p:30-45.

    Full description at Econpapers || Download paper

15. Bias Correction of KPSS Test with Structural Break for Reducing of Size Distortion. (2013). Skrobotov, Anton.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:6:y:2013:i:1:p:33-61:n:1.

    Full description at Econpapers || Download paper

16. Growth accounting for the euro area. (2012). Proietti, Tommaso ; Musso, Alberto.
    In: Empirical Economics.
    RePEc:spr:empeco:v:43:y:2012:i:1:p:219-244.

    Full description at Econpapers || Download paper

17. 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.

    Full description at Econpapers || Download paper

18. Convergence of fiscal pressure in the EU: a time series approach. (2011). Delgado, Francisco ; Presno, Maria Jose.
    In: Applied Economics.
    RePEc:taf:applec:v:43:y:2011:i:28:p:4257-4267.

    Full description at Econpapers || Download paper

19. Purchasing power parity for fifteen Latin American countries: Stationary test with a Fourier function. (2011). Chang, Tsangyao ; Su, Chi-Wei ; Tsangyao, Chang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:20:y:2011:i:4:p:839-845.

    Full description at Econpapers || Download paper

20. Computation of limiting distributions in stationarity testing with a generic trend. (2010). Presno, Maria ; Landajo, Manuel.
    In: Metrika: International Journal for Theoretical and Applied Statistics.
    RePEc:spr:metrik:v:71:y:2010:i:2:p:165-183.

    Full description at Econpapers || Download paper

21. 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.

    Full description at Econpapers || Download paper

22. Nonparametric pseudo-Lagrange multiplier stationarity testing. (2010). Presno, Maria Jose ; Landajo, Manuel.
    In: MPRA Paper.
    RePEc:pra:mprapa:25659.

    Full description at Econpapers || Download paper

23. Stationarity testing under nonlinear models. Some asymptotic results. (2010). Presno, Maria Jose ; Landajo, Manuel.
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:31:y:2010:i:5:p:392-405.

    Full description at Econpapers || Download paper

24. 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.

    Full description at Econpapers || Download paper

25. Confidence sets for the date of a single break in linear time series regressions. (2007). Elliott, Graham ; Muller, Ulrich K..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:141:y:2007:i:2:p:1196-1218.

    Full description at Econpapers || Download paper

26. Growth accounting for the euro area: a structural approach. (2007). Proietti, Tommaso ; Musso, Alberto.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007804.

    Full description at Econpapers || Download paper

27. Tests of seasonal integration and cointegration in multivariate unobserved component models. (2006). Busetti, Fabio.
    In: Journal of Applied Econometrics.
    RePEc:wly:japmet:v:21:y:2006:i:4:p:419-438.

    Full description at Econpapers || Download paper

28. Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, .
    In: Discussion Papers.
    RePEc:not:notgts:06/04.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

30. Wechselwirkungen zwischen Innovations- und Wachstumsprozessen in Deutschland 1951-1999 im Vergleich zu 1850-1913 / Dynamic Relationships Between Innovation Activities and Per Capita Income in Germany 1951-1999 in Comparison to 1850-1913. (2006). Jungmittag, Andre ; Grupp, Hariolf.
    In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
    RePEc:jns:jbstat:v:226:y:2006:i:2:p:180-207.

    Full description at Econpapers || Download paper

31. New Improved Tests for Cointegration with Structural Breaks. (2006). Westerlund, Joakim ; Edgerton, David.
    In: Working Papers.
    RePEc:hhs:lunewp:2006_003.

    Full description at Econpapers || Download paper

32. Testing for the Null Hypothesis of Cointegration with Structural Breaks. (2005). Kurozumi, Eiji ; Arai, Yoichi.
    In: CIRJE F-Series.
    RePEc:tky:fseres:2005cf319.

    Full description at Econpapers || Download paper

33. 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.

    Full description at Econpapers || Download paper

34. STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS. (2005). Taylor, Robert ; Cavaliere, Giuseppe.
    In: Econometric Theory.
    RePEc:cup:etheor:v:21:y:2005:i:06:p:1112-1129_05.

    Full description at Econpapers || Download paper

35. Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in Econometric Reviews, Volume 26, Issue 6 November 2007, pages 705 - 739. ). (2005). Kurozumi, Eiji ; Arai, Yoichi.
    In: CARF F-Series.
    RePEc:cfi:fseres:cf022.

    Full description at Econpapers || Download paper

36. Fluctuation Tests for a Change in Persistence. (2005). Taylor, Robert ; A. M. R obertIn: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:67:y:2005:i:2:p:207-230.

    Full description at Econpapers || Download paper

37. 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.

    Full description at Econpapers || Download paper

38. Structural changes, common stochastic trends and unit roots in panel data. (2004). Carrion-i-Silvestre, Josep ; Bai, Jushan.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:345.

    Full description at Econpapers || Download paper

39. 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.

    Full description at Econpapers || Download paper

40. Testing for stationarity in series with a shift in the mean. A fredholm approach. (2003). López-Menéndez, Ana ; Presno, Maria ; Lopez, Anna.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:12:y:2003:i:1:p:195-213.

    Full description at Econpapers || Download paper

41. 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.

    Full description at Econpapers || Download paper

42. Breaking date misspecification error for the level shift KPSS test. (2003). Carrion-i-Silvestre, Josep.
    In: Economics Letters.
    RePEc:eee:ecolet:v:81:y:2003:i:3:p:365-371.

    Full description at Econpapers || Download paper

43. A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS. (2003). Harvey, David ; Mills, Terence C..
    In: Journal of Time Series Analysis.
    RePEc:bla:jtsera:v:24:y:2003:i:2:p:159-164.

    Full description at Econpapers || Download paper

44. 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.

    Full description at Econpapers || Download paper

45. 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.

    Full description at Econpapers || Download paper

Report date: 2025-09-21 03:36:01 || Missing content? Let us know