{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,2]],"date-time":"2026-10-02T10:10:19Z","timestamp":1790935819506,"version":"4.1.0"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"2","license":[{"start":{"date-parts":[[2002,5,16]],"date-time":"2002-05-16T00:00:00Z","timestamp":1021507200000},"content-version":"unspecified","delay-in-days":45,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2002,4]]},"abstract":"<jats:p>Unit root tests for time series with level shifts of general \nform are considered when the timing of the shift is unknown. \nIt is proposed to estimate the nuisance parameters of the data \ngeneration process including the shift date in a first step \nand apply standard unit root tests to the residuals. The estimation \nof the nuisance parameters is done in such a way that the unit \nroot tests on the residuals have the same limiting distributions \nas for the case of a known break date. Simulations are performed \nto investigate the small sample properties of the tests, and \nempirical examples are discussed to illustrate the procedure.<\/jats:p>","DOI":"10.1017\/s0266466602182053","type":"journal-article","created":{"date-parts":[[2002,11,14]],"date-time":"2002-11-14T22:01:57Z","timestamp":1037311317000},"page":"313-348","source":"Crossref","is-referenced-by-count":159,"title":["TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT \nAT UNKNOWN TIME"],"prefix":"10.1017","volume":"18","author":[{"given":"Pentti","family":"Saikkonen","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Helmut","family":"L\u00fctkepohl","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2002,5,16]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466602182053","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,7]],"date-time":"2019-04-07T20:32:59Z","timestamp":1554669179000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466602182053\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2002,4]]},"references-count":0,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2002,4]]}},"alternative-id":["S0266466602182053"],"URL":"https:\/\/doi.org\/10.1017\/s0266466602182053","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2002,4]]}}}