Tests for Stationarity in Series with Endogenously Determined Structural Change*
提出并比较了在未知时间点发生结构性变化时，检验序列平稳性（相对于单位根）的几种方法，包括允许突变或渐变趋势的检验，并应用于四个经济时间序列。
Abstract We consider tests of the null hypothesis of stationarity against a unit root alternative, when the series is subject to structural change at an unknown point in time. Three extant tests are reviewed which allow for an endogenously determined instantaneous structural break, and a related fourth procedure is introduced. We further propose tests which permit the structural change to be gradual rather than instantaneous, allowing the null hypothesis to be stationarity about a smooth transition in linear trend. The size and power properties of the tests are investigated, and the tests are applied to four economic time series.