Pages that link to "Item:Q1010417"
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The following pages link to On unit root testing with smooth transitions (Q1010417):
Displaying 11 items.
- The univariate MT-STAR model and a new linearity and unit root test procedure (Q1623501) (← links)
- On the finite-sample size distortion of smooth transition unit root tests (Q1767755) (← links)
- On unit root tests in the presence of transitional growth (Q1927560) (← links)
- Testing for a unit root against transitional autoregressive models (Q2812318) (← links)
- Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent (Q3548529) (← links)
- Unit Root Testing in Multiple Smooth Break Models with Nonlinear Dynamics (Q4556519) (← links)
- Asymmetric adjustment and smooth transitions: a combination of some unit root tests (Q4677021) (← links)
- Unit root testing with slowly varying trends (Q4997689) (← links)
- A unit root test based on smooth transitions and nonlinear adjustment (Q5084008) (← links)
- Non-linear unit root testing with arctangent trend: Simulation and applications in finance (Q5193244) (← links)
- Threshold unit root tests with smooth transitions (Q6637732) (← links)
