GLS detrending in nonlinear unit root test

DOI10.1080/03610918.2019.1662442OpenAlexW2972372931WikidataQ127234035 ScholiaQ127234035MaRDI QIDQ5082878

Burak Güriş, Selahattin Güriş

Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1662442

zbMATH Keywords

nonlinearityunit root testGLS detrending

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• A new unit root test against ESTAR based on a class of modified statistics
• Testing for a unit root in the nonlinear STAR framework
• Unit roots and smooth transitions
• Distribution of the Estimators for Autoregressive Time Series With a Unit Root
• Efficient Tests for an Autoregressive Unit Root
• Unit root tests in three‐regime SETAR models

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