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New evidence is presented for the Nelson-Plosser macroeconomic data that strongly weaken recent results that reject the unit-root hypothesis for these series.","abstract_html":"This thesis contains a discussion of three problems related to structural changes and unit-roots in time-series analysis. First, it is shown under which conditions it is possible to consistently estimate the break date in a model with one structural break. It is also shown that when the errors have a unit-root, it is possible to spuriously estimate a break when there is none. Second, the same issues are discussed with respect to estimating the number of breaks. Finally, it is considered the problem of testing for unit-roots in the presence of structural breaks. New evidence is presented for the Nelson-Plosser macroeconomic data that strongly weaken recent results that reject the unit-root hypothesis for these series.","abstract_has_math":false,"creators":["Nunes, Luis Miguel Rainho Catela"],"institution":"University of Illinois at Urbana-Champaign","degree_name":"Ph.D.","degree_level":"Dissertation","degree_discipline":"Statistics","degree_department":null,"school":null,"contributors":["Newbold, Paul"],"advisors":[],"committee_chairs":[],"committee_members":[],"year":2011,"date_issued":"2011-05-07T14:25:05Z","date_published":"2011-05-07T14:25:05Z","updated_at":"2026-07-22T22:25:22Z","subjects":["Statistics","Economics, Theory"],"languages":["eng"],"rights":["Copyright 1994 Nunes, Luis Miguel Rainho Catela"],"rights_urls":[],"identifier_entries":[{"key":"dc:identifier","label":"Identifier","values":["AAI9512500","(UMI)AAI9512500"],"render_values":[{"text":"AAI9512500","href":null,"code":true},{"text":"(UMI)AAI9512500","href":null,"code":true}]}]},"links":{"outbound_url":"http://hdl.handle.net/2142/23734","outbound_label":"Handle","outbound_source":"dc:identifier"},"metadata_groups":[{"id":"people","label":"People","entries":[{"key":"dc:contributor","label":"Contributor","values":["Newbold, Paul"]},{"key":"dc:creator","label":"Author","values":["Nunes, Luis Miguel Rainho Catela"]}]},{"id":"academic_context","label":"Academic Context","entries":[{"key":"dc:date","label":"Dc Date","values":["2011-05-07T14:25:05Z","10000-01-01","1994"]},{"key":"dc:type","label":"Dc Type","values":["text"]},{"key":"thesis:degree_discipline","label":"Discipline","values":["Statistics","Economics, Theory"]},{"key":"thesis:degree_level","label":"Degree Level","values":["Dissertation"]},{"key":"thesis:degree_name","label":"Degree Name","values":["Ph.D."]},{"key":"thesis:institution_name","label":"Thesis Institution Name","values":["University of Illinois at Urbana-Champaign"]}]},{"id":"subjects_keywords","label":"Subjects and Keywords","entries":[{"key":"dc:subject","label":"Dc Subject","values":["Statistics","Economics, Theory"]}]},{"id":"language_rights","label":"Language and Rights","entries":[{"key":"dc:language","label":"Dc Language","values":["eng"]},{"key":"dc:rights","label":"Dc Rights","values":["Copyright 1994 Nunes, Luis Miguel Rainho Catela"]}]},{"id":"identifiers","label":"Identifiers","entries":[{"key":"dc:identifier","label":"Identifier","values":["AAI9512500","(UMI)AAI9512500","http://hdl.handle.net/2142/23734"]}]},{"id":"additional","label":"Additional Metadata","entries":[{"key":"dc:description","label":"Description","values":["This thesis contains a discussion of three problems related to structural changes and unit-roots in time-series analysis. 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First, it is shown under which conditions it is possible to consistently estimate the break date in a model with one structural break. It is also shown that when the errors have a unit-root, it is possible to spuriously estimate a break when there is none. Second, the same issues are discussed with respect to estimating the number of breaks. Finally, it is considered the problem of testing for unit-roots in the presence of structural breaks. New evidence is presented for the Nelson-Plosser macroeconomic data that strongly weaken recent results that reject the unit-root hypothesis for these series.","Made available in DSpace on 2011-05-07T14:25:05Z (GMT). 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