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In this article, we study the statistical and asymptotic properties ofbreak-point estimators in nonstationary autoregressive and predictiveregression models for testing the presence of a single structural break at anunknown location in the full sample. Moreover, we investigate aspects such ashow the persistence properties of covariates and the location of thebreak-point affects the limiting distribution of the proposed break-pointestimators.

Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models