Based on the theory of structural breaks, we studied on the different structural breaks models in DGP, and proposed its test methods, which can distinguish unit root with structural breaks from trend stabilization with structural breaks.

• 本文基于结构突变理论，研究了数据生成过程中的几种不同结构突变模式，并对结构突变的单位根过程和结构突变的趋势稳定过程给出了不同结构突变模式的检验方法。