Tests for a Break in Level when the Order of Integration is Unknown*
研究在时间序列积分阶数未知时，如何检验序列在未知时间点发生水平断点。分析了现有检验的准确性和效力，并提出一种改进方法，在特定情况下表现更优。
Abstract In this paper, we consider tests for a break in the level of a series at an unknown point in time. It is often the case that uncertainty exists concerning the order of integration of the series; consequently, we focus on tests that are applicable when the order of integration is not known. The size and power of existing tests are analysed, and a modification to one of the established sets of tests is proposed which offers improved performance in certain circumstances.