Linearity tests under the null hypothesis of a random walk with drift
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Cites work
- A new unit root test against ESTAR based on a class of modified statistics
- A powerful test for linearity when the order of integration is unknown
- Linearity tests and stationarity
- Some limit theory for autocovariances whose order depends on sample size
- Specification, estimation, and evaluation of smooth transition autoregressive models
- Testing for time series linearity
- Testing linearity against smooth transition autoregressive models
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