Author Name Title Citation
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