Tests for Multiple Breaks in the Trend with Stationary or Integrated Shocks
提出了一种检验单变量时间序列趋势中未知多重断点的新方法，适用于平稳或单位根冲击，并可通过蒙特卡洛实验评估其性能。
Abstract In this paper, we propose new tests of the presence of multiple breaks in the trend of a univariate time‐series where the number and dates of the breaks are unknown and that are valid in the presence of stationary or unit root shocks. These tests can also be used to sequentially estimate the number of breaks. The behaviour of the proposed tests is studied through Monte Carlo experiments.