On unit root testing with smooth transitions (Q1010417): Difference between revisions

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+Estimating and Testing Linear Models with Multiple Structural Changes
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+On the finite-sample size distortion of smooth transition unit root tests
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+Unit roots and smooth transitions
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+Testing for unit roots in time series with level shifts
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+TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A LEVEL SHIFT  AT UNKNOWN TIME
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+Unit Roots and Asymmetric Smooth Transitions
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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