Economists have recognized the possibility that a time series may change structure from trend‐stationarity to difference‐stationarity, or vice versa. Taking difference‐stationarity as the null hypothesis, we develop tests for this possibility, where neither the location nor direction of any possible change under the alternative hypothesis need be specified.
No takes yet. Share an insight, caveat, or question.
Leybourne et al. (2003) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: