A NOTE ON SPURIOUS BREAK
证明当回归模型的扰动项服从I(1)过程时，即使不存在真实的断点，估计出的断点也倾向于落在样本中间，为计量经济学中的虚假断点现象提供了数学证明。
When the disturbances of a regression model follow an I (1) process there is a tendency to estimate a break point in the middle of the sample, even though a break point does not actually exist. In this note, we provide a mathematical proof for this phenomenon.