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Article

Cavaliere, Giuseppe, Harvey, David I., Leybourne, Stephen J. and Robert Taylor, A.M. (2015) Testing for unit roots under multiple possible trend breaks and non-stationary volatility using bootstrap minimum Dickey-Fuller statistics. Journal of Time Series Analysis, 36 (5). pp. 603-629. ISSN 1467-9892

Harvey, David I., Leybourne, Stephen J. and Robert Taylor, A.M. (2014) Unit root testing under a local break in trend using partial information on the break date*. Oxford Bulletin of Economics and Statistics, 76 (1). pp. 93-111. ISSN 1468-0084

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