The power of unit root tests against nonlinear local alternatives (Q2852480): Difference between revisions

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+Threshold Cointegration
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+Adaptive consistent unit-root tests based on autoregressive threshold model
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+Recursive adjustment for general deterministic components and improved cointegration rank tests
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+Nonlinear econometric models with cointegrated and deterministically trending regressors
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+How useful are tests for unit‐root in distinguishing unit‐root processes from stationary but non‐linear processes?
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+On the Dickey-Fuller test with white standard errors
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Efficient Tests for an Autoregressive Unit Root
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+Q5603644
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Unit root testing under a local break in trend
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+Normal rank
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+Unit root tests in three‐regime SETAR models
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+Testing for a unit root in the nonlinear STAR framework
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+TESTING FOR COINTEGRATION IN NONLINEAR SMOOTH TRANSITION ERROR CORRECTION MODELS
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+Testing for a unit root in a stationary ESTAR process
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+Testing for co-integration and nonlinear adjustment in a smooth transition error correction model
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+Weak limit theorems for stochastic integrals and stochastic differential equations
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+On the weak convergence of interpolated Markov chains to a diffusion
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+Examination of Some More Powerful Modifications of the Dickey–Fuller Test
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+Tests for Unit Roots and the Initial Condition
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+ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED  TIME SERIES
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+Nonlinear Regressions with Integrated Time Series
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+Normal rank
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+Towards a unified asymptotic theory for autoregression
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+Testing for a unit root in time series regression
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+Properties of recursive trend-adjusted unit root tests
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+Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
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+recursive Mean Adjustment for Unit Root Tests
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+Recursive mean adjustment in time-series inferences
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+Q3999154
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+Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space
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