Add to ORKGIn this paper, we develop a new unit root testing procedure which considers jointly for structural breaks and nonlinear adjustment. The structural breaks are modeled by means of a logistic smooth transition function and nonlinear adjustment is modeled by means of an ESTAR model. The empirical size of test is quite close to the nominal one and in terms of power, the new unit root test is generally superior to the alternative test
In this paper we examine the local power of unit root tests against globally stationary exponential ...
The aim of this study is to search for a better optimization algorithm in applying unit root tests t...
Bu çalışmada amaçlanan, literatürdeki gelişimi dikkate alarak ihtiyaçlara uygun yeni bir birim kök t...
In this paper, we develop a new unit root testing procedure which considers jointly for structural b...
This paper proposes new three unit root testing procedures which consider jointly for two structural...
We develop unit root tests that allow under the alternative hypothesis for a smooth transition betwe...
Traditional unit root tests display a tendency to be nonstationary in the case of structural breaks ...
The aim of this paper is to develop a unit root test that takes into account two sources of nonlinea...
This study suggests a new nonlinear unit root test procedure with Fourier function. In this test pro...
In this study, we propose a new unit root test procedure that allows for both gradual structural bre...
This paper extends the unit root test of Christopoulos and Leòn-Ledesma (2010) to accommodate not o...
This paper reconsiders the nature of the trends (i.e. deterministic or stochastic) in macroeconomic ...
Since threshold autoregressive models were discovered, many unit root tests have been developed to t...
In the literature, there are no nonlinear wavelet-based unit root tests with structural breaks. To f...
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an...
In this paper we examine the local power of unit root tests against globally stationary exponential ...
The aim of this study is to search for a better optimization algorithm in applying unit root tests t...
Bu çalışmada amaçlanan, literatürdeki gelişimi dikkate alarak ihtiyaçlara uygun yeni bir birim kök t...
In this paper, we develop a new unit root testing procedure which considers jointly for structural b...
This paper proposes new three unit root testing procedures which consider jointly for two structural...
We develop unit root tests that allow under the alternative hypothesis for a smooth transition betwe...
Traditional unit root tests display a tendency to be nonstationary in the case of structural breaks ...
The aim of this paper is to develop a unit root test that takes into account two sources of nonlinea...
This study suggests a new nonlinear unit root test procedure with Fourier function. In this test pro...
In this study, we propose a new unit root test procedure that allows for both gradual structural bre...
This paper extends the unit root test of Christopoulos and Leòn-Ledesma (2010) to accommodate not o...
This paper reconsiders the nature of the trends (i.e. deterministic or stochastic) in macroeconomic ...
Since threshold autoregressive models were discovered, many unit root tests have been developed to t...
In the literature, there are no nonlinear wavelet-based unit root tests with structural breaks. To f...
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an...
In this paper we examine the local power of unit root tests against globally stationary exponential ...
The aim of this study is to search for a better optimization algorithm in applying unit root tests t...
Bu çalışmada amaçlanan, literatürdeki gelişimi dikkate alarak ihtiyaçlara uygun yeni bir birim kök t...