@article {Badillo:2002:0003-6846:1917, author = "Badillo R. and Belaire-Franch J. and Contreras D.", title = "Spurious rejection of the stationarity hypothesis in the presence of a break point", journal = "Applied Economics", volume = "34", number = "15", year = "2002", abstract = "It is shown that KPSS and LMC tests may be seriously biased when there is a shift in the level or in the trend of the time series under study.", pages = "1917-1923", url = "http://www.ingentaconnect.com/content/routledg/raef/2002/00000034/00000015/art00007" }