Testing for nonlinear deterministic components when the order of integration is unknown (Q3103193): Difference between revisions

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+A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
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+Nonparametric tests for unit roots and cointegration.
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+On Robust Trend Function Hypothesis Testing
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+Trend Function Hypothesis Testing in the Presence of Serial Correlation
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