{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,13]],"date-time":"2026-10-13T13:45:07Z","timestamp":1791899107932,"version":"4.3.4"},"reference-count":0,"publisher":"Cambridge University Press (CUP)","issue":"3","license":[{"start":{"date-parts":[[1998,6,1]],"date-time":"1998-06-01T00:00:00Z","timestamp":896659200000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[1998,6]]},"abstract":"<jats:p>This article analyzes the asymptotic behavior of \nthe Dickey\u2013Fuller unit root tests when the variable \nis generated under the breaking trend hypothesis. Our results \nshow that the asymptotic behavior of these statistics allows \nfor the rejection of the unit root hypothesis. This asymptotic \nfinding contrasts with the results that can be found in \nthe literature devoted to the analysis of the integration \norder of a variable in the presence of a structural break. \nHowever, some Monte Carlo exercises show that the argument \nof Perron (1989, <jats:italic>Econometrica<\/jats:italic> 57, 1361\u20131401) \nthat the tests are biased in favor of nonrejection of the \nunit root hypothesis remains valid for sample sizes of \npractical interest.<\/jats:p>","DOI":"10.1017\/s0266466698143049","type":"journal-article","created":{"date-parts":[[2002,7,27]],"date-time":"2002-07-27T13:45:46Z","timestamp":1027777546000},"page":"355-363","source":"Crossref","is-referenced-by-count":42,"title":["EFFECT OF A SHIFT IN THE TREND FUNCTION ON DICKEY\u2013FULLER \nUNIT ROOT TESTS"],"prefix":"10.1017","volume":"14","author":[{"given":"Antonio","family":"Monta\u00f1\u00e9s","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Marcelo","family":"Reyes","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[1998,6,1]]},"container-title":["Econometric Theory"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.cambridge.org\/core\/services\/aop-cambridge-core\/content\/view\/S0266466698143049","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2019,4,8]],"date-time":"2019-04-08T19:47:02Z","timestamp":1554752822000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.cambridge.org\/core\/product\/identifier\/S0266466698143049\/type\/journal_article"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1998,6]]},"references-count":0,"journal-issue":{"issue":"3","published-print":{"date-parts":[[1998,6]]}},"alternative-id":["S0266466698143049"],"URL":"https:\/\/doi.org\/10.1017\/s0266466698143049","relation":{},"ISSN":["0266-4666","1469-4360"],"issn-type":[{"value":"0266-4666","type":"print"},{"value":"1469-4360","type":"electronic"}],"subject":[],"published":{"date-parts":[[1998,6]]}}}