Narayan, P.K. & Popp, S. [y@58602] |
A new unit root test with two structural breaks in level and slope at unknown time |
502 |
Enders, W. & Lee, J. [y@58584] |
A unit root test using a Fourier series to approximate smooth breaks |
432 |
Enders, W. & Lee, J. [y@58585] |
The flexible Fourier form and Dickey–Fuller type unit root tests |
250 |
Kruse, R. [y@58594] |
A new unit root test against ESTAR based on a class of modified statistics |
181 |
Fan, Y. & Gençay, R. [y@58586] |
Unit root tests with wavelets |
163 |
Christopoulos, D.K. & León-Ledesma, M. K. [y@58583] |
Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates |
136 |
Narayan, P.K. & Liu, R. [y@58600] |
A unit root model for trending time-series energy variables |
105 |
Rodrigues, P.M.M. & Taylor, A.M.R [y@58605] |
The flexible Fourier form and local generalised least squares de‐trended unit root tests |
95 |
Cavaliere, G. & Xu, F. [y@58581] |
Testing for unit roots in bounded time series |
89 |
Lee, J. Strazicic, M.C., & Meng, M. [y@58596] |
Two-step LM unit root tests with trend-breaks |
77 |
Kılıç, R. [y@58593] |
Testing for a unit root in a stationary ESTAR process |
49 |
Im, K.S. Lee, J. Tieslau, M.A. [y@58591] |
More powerful unit root tests with non-normal errors |
49 |
Meng, M. Im, K.S. Lee, J. Tieslau, M.A. [y@58599] |
More powerful LM unit root tests with non-normal errors |
48 |
Harvey, D.I. Stephen J. L. & Taylor, A.M.R. [y@58590] |
Unit root testing under a local break in trend |
26 |
Güriş, B. [y@58588] |
A new nonlinear unit root test with Fourier function |
22 |
Park, J.Y. & Shintani, M. [y@58604] |
Testing for a unit root against transitional autoregressive models |
17 |
Chen, C.W.S. Chen, S.Y. & Lee, S. [y@58582] |
Bayesian unit root test in double threshold heteroskedastic models |
16 |
Li, H. & Park, S.Y. [y@58597] |
Testing for a unit root in a nonlinear quantile autoregression framework |
16 |
Omay, T. & Yildirim, D. [y@58603] |
Nonlinearity and smooth breaks in unit root testing |
15 |
Bahmani-Oskooee, M. Chang, T., & Ranjbar, O. [y@58579] |
The Fourier quantile unit root test with an application to the PPP hypothesis in the OECD |
12 |
Vosseler, A. [y@58606] |
Bayesian model selection for unit root testing with multiple structural breaks. |
10 |
Harvey, D.I. Leybourne, S.I. & Taylor, A.M.R. [y@58589] |
Unit root testing under a local break in trend using partial information on the break date |
9 |
Aydin, M. [y@58577] |
A new nonlinear wavelet-based unit root test with structural breaks |
3 |
Westerlund, J. [y@58607] |
Simple unit root testing in generally trending data with an application to precious metal prices in Asia |
2 |
Yang, Y. & Zhao, Z. [y@58608] |
Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis |
0 |
Bec, F. & Alain, G. [y@58580] |
A simple unit root test consistent against any stationary alternative |
0 |