This chapter reviews inference about large autoregressive or moving average roots in
univariate time series, and structural change in multivariate time series regression. The …

Modelling structural breaks, long memory and stock market volatility: an overview - ScienceDirect
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This paper estimates the relationship between the strength of economic shocks and
temporal recovery in the world air transport industry. Our results show that world recovery of …

Recently, Perron has carried out tests of the unit-root hypothesis against the alternative
hypothesis of trend stationarity with a break in the trend occurring at the Great Crash of 1929 …

We consider the null hypothesis that a time series has a unit root with possibly nonzero drift
against the alternative that the process is" trend-stationary." The interest is that we allow …

Testing for a unit root in variables with a double change in the mean - ScienceDirect Skip to
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In this paper, we propose a new augmented Dickey–Fuller-type test for unit roots which
accounts for two structural breaks. We consider two different specifications:(a) two breaks in …

This chapter is concerned with methodological issues related to estimation, testing and
computation in the context of structural changes in the linear models. A central theme of the …

This article investigates the possibility, raised by Perron and by Rappoport and Reichlin, that
aggregate economic time series can be characterized as being stationary around broken …

Environmental issues, such as carbon dioxide (CO 2) emissions, are humanity's most critical
issues. Emissions released by oil-producing countries is not small. This is because these …