A new unit root test against ESTAR based on a class of modified statistics (Q451481): Difference between revisions

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+Testing joint hypotheses when one of the alternatives is one-sided
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Testing for a unit root in the nonlinear STAR framework
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+Testing linearity against smooth transition autoregressive models
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+Testing for a unit root in time series regression
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
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+CONVERGENCE TO STOCHASTIC POWER INTEGRALS FOR DEPENDENT HETEROGENEOUS PROCESSES
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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