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A Simple Modification of the Busetti-Harvey Stationarity Tests with Structural Breaks at Unknown Time

13/13 checkable references clean · checked 2026-08-29

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

The 13 checked references that resolve

resolves10.2307/2938229

Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation

resolves10.1111/1467-9892.00216

Testing for the Presence of a Random Walk in Series with Structural Breaks

resolves10.1111/1467-9892.00297

FURTHER COMMENTS ON STATIONARITY TESTS IN SERIES WITH STRUCTURAL BREAKS AT UNKNOWN POINTS

resolves10.1007/s10108-006-9017-8

The KPSS test with two structural breaks

resolves10.1017/s0266466608090385

SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS

resolves10.1016/j.jeconom.2010.02.003

Robust methods for detecting multiple level breaks in autocorrelated time series

resolves10.1016/j.jeconom.2011.10.006

Unit root testing under a local break in trend

resolves10.1111/1467-9892.00300

A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS

resolves10.1111/j.1467-9892.2010.00666.x

A sequential procedure to determine the number of breaks in trend with an integrated or stationary noise component

resolves10.1016/0304-4076(92)90104-Y

Testing the null hypothesis of stationarity against the alternative of a unit root

resolves10.2307/1913712

The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

resolves10.1198/jbes.2009.07268

Testing for Shifts in Trend With an Integrated or Stationary Noise Component

resolves10.1111/obes.12116

Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks

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