A unit root test based on smooth transitions and nonlinear adjustment
DOI10.1080/03610918.2018.1563154zbMATH Open1489.62278OpenAlexW2762712917WikidataQ128464005 ScholiaQ128464005MaRDI QIDQ5084008FDOQ5084008
Authors: Aycan Hepsag 
Publication date: 21 June 2022
Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/81788/1/MPRA_paper_81788.pdf
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Cites Work
- Title not available (Why is that?)
- The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
- A new unit root test against ESTAR based on a class of modified statistics
- Testing for a unit root in the nonlinear STAR framework
- Testing joint hypotheses when one of the alternatives is one-sided
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Unit roots and smooth transitions
Cited In (7)
- Asymmetric adjustment and smooth transitions: a combination of some unit root tests
- A new unit root test against ESTAR based on a class of modified statistics
- On unit root testing with smooth transitions
- Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
- On the finite-sample size distortion of smooth transition unit root tests
- Unit root testing in multiple smooth break models with nonlinear dynamics
- Unit roots and double smooth transitions
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