{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,4,1]],"date-time":"2026-04-01T09:48:15Z","timestamp":1775036895712,"version":"3.50.1"},"reference-count":16,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2009,2,11]],"date-time":"2009-02-11T00:00:00Z","timestamp":1234310400000},"content-version":"unspecified","delay-in-days":5186,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1994,12]]},"abstract":"<jats:p>This paper considers the unit root tests in models with structural change. Particular attention is given to their dependency on the limiting ratios of the subsample sizes between breaks. The dependency is analyzed in detail, and the invariant testing procedure based on a transformed model is developed. The required transformation is essentially identical to the generalized least-squares correction for heteroskedasticity. The limiting distributions of the new tests do not depend on the relative sizes of the subsamples and are shown to be simple mixtures of the limiting distributions of the corresponding tests from the independent unit root models without structural change.<\/jats:p>","DOI":"10.1017\/s0266466600008926","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T15:41:18Z","timestamp":1236699678000},"page":"917-936","source":"Crossref","is-referenced-by-count":32,"title":["Testing for Unit Roots in Models with Structural Change"],"prefix":"10.1017","volume":"10","author":[{"given":"Joon Y.","family":"Park","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Jaewhan","family":"Sung","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600008926_ref016","doi-asserted-by":"crossref","first-page":"251","DOI":"10.1080\/07350015.1992.10509904","article-title":"Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis.","volume":"10","author":"Zivot","year":"1992","journal-title":"Journal of Business and Economic Statistics"},{"key":"S0266466600008926_ref015","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/71.3.599"},{"key":"S0266466600008926_ref014","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/75.2.335"},{"key":"S0266466600008926_ref011","doi-asserted-by":"publisher","DOI":"10.2307\/1913237"},{"key":"S0266466600008926_ref008","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600013402"},{"key":"S0266466600008926_ref005","doi-asserted-by":"publisher","DOI":"10.1016\/0304-3932(82)90012-5"},{"key":"S0266466600008926_ref003","doi-asserted-by":"publisher","DOI":"10.2307\/1912517"},{"key":"S0266466600008926_ref009","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600012287"},{"key":"S0266466600008926_ref004","volume-title":"Stochastic Processes","author":"Doob","year":"1953"},{"key":"S0266466600008926_ref001","doi-asserted-by":"publisher","DOI":"10.2307\/2938229"},{"key":"S0266466600008926_ref013","doi-asserted-by":"publisher","DOI":"10.2307\/2938339"},{"key":"S0266466600008926_ref006","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-015-7819-6_2"},{"key":"S0266466600008926_ref007","unstructured":"7 Park J.Y. & Choi B. . A New Approach to Testing for a Unit Root. CAE working paper #88-23, Cornell University, Ithaca, New York, 1988."},{"key":"S0266466600008926_ref012","doi-asserted-by":"publisher","DOI":"10.1093\/biomet\/74.3.535"},{"key":"S0266466600008926_ref002","first-page":"427","article-title":"Distribution of the estimators for autoregressive time series with a unit root.","volume":"74","author":"Dickey","year":"1979","journal-title":"Journal of the American Statistical Association"},{"key":"S0266466600008926_ref010","doi-asserted-by":"publisher","DOI":"10.2307\/1913712"}],"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600008926","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,2,8]],"date-time":"2025-02-08T05:46:24Z","timestamp":1738993584000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600008926\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1994,12]]},"references-count":16,"journal-issue":{"issue":"5","published-print":{"date-parts":[[1994,12]]}},"alternative-id":["S0266466600008926"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600008926","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1994,12]]}}}