Costantini, Mauro; Narayan, Paresh; Popp, Stephan; Westerlund, Joakim Small-sample improved seasonal unit root tests for trending and breaking series. (English) Zbl 1315.62071 Commun. Stat., Simulation Comput. 44, No. 4, 868-877 (2015). MSC: 62M07 62F03 62M10 PDFBibTeX XMLCite \textit{M. Costantini} et al., Commun. Stat., Simulation Comput. 44, No. 4, 868--877 (2015; Zbl 1315.62071) Full Text: DOI
Costantini, Mauro; Popp, Stephan A note on the asymptotic distribution of a Perron-type innovational outlier unit root test with a break. (English) Zbl 1434.62026 Stat. Pap. 52, No. 3, 677-682 (2011). MSC: 62E20 62F05 62H10 62M07 PDFBibTeX XMLCite \textit{M. Costantini} and \textit{S. Popp}, Stat. Pap. 52, No. 3, 677--682 (2011; Zbl 1434.62026) Full Text: DOI
Popp, Stephan New innovational outlier unit root test with a break at an unknown time. (English) Zbl 1169.62078 J. Stat. Comput. Simulation 78, No. 11-12, 1145-1161 (2008). MSC: 62M10 65C05 62M07 PDFBibTeX XMLCite \textit{S. Popp}, J. Stat. Comput. Simulation 78, No. 11--12, 1145--1161 (2008; Zbl 1169.62078) Full Text: DOI
Popp, Stephan Modified seasonal unit root test with seasonal level shifts at unknown time. (English) Zbl 1255.91369 Econ. Lett. 97, No. 2, 111-117 (2007). MSC: 91B84 62M07 62M10 PDFBibTeX XMLCite \textit{S. Popp}, Econ. Lett. 97, No. 2, 111--117 (2007; Zbl 1255.91369) Full Text: DOI