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Pang, Tianxiao and Zhang, Danna and Chong, Terence Tai-Leung (2013): Asymptotic Inferences for an AR(1) Model with a Change Point: Stationary and Nearly Non-stationary Cases. Published in: Journal of Time Series Analysis , Vol. 2, No. 35 (1 March 2014): pp. 133-150.

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Chong, Terence Tai Leung and Pang, Tianxiao and Zhang, Danna and Liang, Yanling (2017): Structural change in non-stationary AR(1) models. Forthcoming in: Econometric Theory