Key points are not available for this paper at this time.
Anindya Banerjee, Robin L. Lumsdaine, James H. Stock, Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence, Journal of Business & Economic Statistics, Vol. 10, No. 3 (Jul., 1992), pp. 271-287
Banerjee et al. (Wed,) studied this question.