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The KPSS test with two structural breaks

https://doi.org/10.1007/s10108-006-9017-8

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What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

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Response surface estimates of the KPSS stationarity test

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The ADF–KPSS test of the joint confirmation hypothesis of unit autoregressive root

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Selection of the break in the Perron-type tests

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LEAST SQUARES ESTIMATION OF A SHIFT IN LINEAR PROCESSES

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LM TESTS FOR A UNIT ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS*

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Prewhitening Bias in HAC Estimation*

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