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Journal of time series analysis, ISSN 0143-9782, 01/2013, Volume 34, Issue 1, pp. 1 - 16
This paper gives an account of some of the recent work on structural breaks in time series models. In particular, we show how procedures based on the popular... 
Change‐points | CUSUM | unit‐root | long memory | variance change | mean change | Change-points | Variance change | Unit-root | Mean change | Long memory | Mathematics, Interdisciplinary Applications | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Memory | Analysis | Studies | Statistical analysis | Time series
Journal Article
Journal of econometrics, ISSN 0304-4076, 12/2020, Volume 219, Issue 2, pp. 231 - 259
Limit theory for regressions involving local to unit roots (LURs) is now used extensively in time series econometric work, establishing power properties for... 
Functional local unit root | Unit root model | Local to unity | Uniform confidence interval
Journal Article
Journal Article
Journal Article
Journal of applied econometrics (Chichester, England), ISSN 0883-7252, 01/2014, Volume 29, Issue 1, pp. 161 - 171
We calculate, by simulations, numerical asymptotic distribution functions of likelihood ratio tests for fractional unit roots and cointegration rank. Because... 
Research Articles | Economics | Business & Economics | Social Sciences | Mathematical Methods In Social Sciences | Social Sciences, Mathematical Methods | Studies | Models | Numerical analysis | Simulation | Asymptotic methods
Journal Article
Energy economics, ISSN 0140-9883, 11/2010, Volume 32, Issue 6, pp. 1392 - 1397
Journal Article