{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,2,7]],"date-time":"2026-02-07T20:37:04Z","timestamp":1770496624571,"version":"3.49.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"5","license":[{"start":{"date-parts":[[2000,10,5]],"date-time":"2000-10-05T00:00:00Z","timestamp":970704000000},"content-version":"unspecified","delay-in-days":4,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2000,10]]},"abstract":"<jats:p>This paper analyzes the limiting behavior of Dickey\u2013Fuller \n<jats:italic>t<\/jats:italic>-tests when the true generating model is stationary \naround a broken linear trend. The cases of a break in level \nand a break in slope are considered separately and found \nto generate qualitatively different outcomes. In the asymptotic \nanalysis, appropriate normalizations are applied to the \nbreak sizes. This leads to theoretical results that generate \ninteresting predictions for sample sizes and break amounts \nof practical interest. Simulation evidence confirms the \nvalue of this approach to an asymptotic theory.<\/jats:p>","DOI":"10.1017\/s0266466600165077","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T09:45:46Z","timestamp":1027763146000},"page":"779-789","source":"Crossref","is-referenced-by-count":18,"title":["BEHAVIOR OF DICKEY\u2013FULLER <i>t<\/i>-TESTS WHEN THERE \nIS A BREAK UNDER THE ALTERNATIVE HYPOTHESIS"],"prefix":"10.1017","volume":"16","author":[{"given":"Stephen J.","family":"Leybourne","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Paul","family":"Newbold","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2000,10,5]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466600165077","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,5,8]],"date-time":"2019-05-08T16:13:30Z","timestamp":1557332010000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466600165077\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2000,10]]},"references-count":0,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2000,10]]}},"alternative-id":["S0266466600165077"],"URL":"https:\/\/doi.org\/10.1017\/s0266466600165077","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2000,10]]}}}