A PROOF OF THE POWER OF KIM'S TEST AGAINST STATIONARY PROCESSES WITH STRUCTURAL BREAKS
证明，当真实数据生成过程是带有断点的常数项平稳过程时，金氏（2000）的平稳性检验会以概率1渐近地拒绝平稳性原假设。
In this note we show that, when the true data generating process is a stationary one around a constant term with a break, the stationarity test of Kim (2000, Journal of Econometrics 95, 97–116) against the alternative hypothesis of change of persistence rejects the null of stationarity asymptotically with probability one.I am grateful to an anonymous referee for his useful comments, which have helped to improve the content and presentation of this note. I acknowledge financial support from Ministerio de Ciencia y Tecnología, project SEC2003-09205.