Anderson TW, Darling DA (1952) Asymptotic theory of certain goodness of fit criteria based on stochastic processes. Ann Math Stat 23: 193–212
Budak BM, Fomin SV (1973) Multiple integrals, field theory and series. Mir, Moscow
Busetti F, Harvey AC (2001) Testing for the presence of a random walk in series with a structural break. J Time Ser Anal 22: 127–150
Caner M, Hansen BE (2001) Threshold Autoregression with a Unit Root. Econometrica 69(6): 1555–1596
Courant R, Hilbert D (1953) Methods of mathematical physics, vol I. Wiley, New York
Dickey DA, Fuller WA (1979) Distribution of the estimators for autoregressive time series with a unit root. J Am Stat Assoc 73: 427–431
Harvey DI, Mills TC (2004) Tests for stationarity in series with endogenously determined structural change. Oxford Bull Econ Stat 66(5): 863–894
Kapetanios G, Shin Y, Snell A (2003) Testing for a unit root in the non linear STAR framework. J Econom 112: 359–379
Kurozumi E (2002) Testing for stationarity with a break. J Econom 108: 63–99
Kwiatkowski D, Phillips PCB, Schmidt P, Shin Y (1992) Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root. J Econom 54: 159–178
Lee J, Strazicich M (2001) Testing the null of stationarity in the presence of a structural break. Appl Econ Lett 8: 377–382
Leybourne SJ, McCabe BPM (1989) On the distribution of some test statistics for parameter constancy. Biometrika 76: 169–177
Leybourne SJ, McCabe BPM (1994) A consistent test for a unit root. J Bus Econ Stat 12: 157–166
Leybourne S, Newbold P, Vougas D (1998) Unit roots and smooth transitions. J Time Ser Anal 19: 83–98
MacNeill IB (1978) Properties of sequences of partial sums of polynomial regression residuals with applications to tests for change of regression at unknown times. Ann Stat 6: 422–433
Nabeya S, Tanaka K (1988) Asymptotic theory of a test for the constancy of regression coefficients against the random walk alternative. Ann Stat 16: 218–235
Nyblom J (1986) Testing for deterministic linear trend in time series. J Am Stat Assoc 81: 545–549
Nyblom J, Mäkeläinen T (1983) Comparisons of tests for the presence of random walk coefficients in a simple linear model. J Am Stat Assoc 78: 856–864
Presno MJ, López AJ (2003a) Testing for stationarity in series with a shift in the mean. A Fredholm approach. Test 12: 195–213
Presno MJ, López AJ (2003b) Response surface estimates of stationarity tests with a structural break. Econ Lett 78: 395–399
Sollis R (2004) Asymmetric adjustment and smooth transitions: a combination of some unit root tests. J Time Ser Anal 25(3): 409–417
Sollis R, Leybourne S, Newbold P (1999) Unit roots and asymmetric smooth transitions. J Time Ser Anal 20(6): 671–677
Sul D, Phillips PCB, Choi C (2005) Prewhitening bias in HAC estimation. Oxford Bull Econ Stat 67(4): 517–546
Tanaka K (1983) Non-normality of the Lagrange multiplier statistic for testing the constancy of regression coefficients. Econometrica 51: 1577–1582
Tanaka K (1990a) The Fredholm approach to asymptotic inference on nonstationary and noninvertible time series models. Econom Theory 6: 411–432
Tanaka K (1990b) Testing for a moving average unit root. Econom Theory 6: 433–444
Tanaka K (1996) Time series analysis: nonstationary and noninvertible distribution theory. Wiley, New York