Add to ORKGWe develop unit root tests that allow under the alternative hypothesis for a smooth transition between deterministic linear trends, around which stationary asymmetric adjustment may occur by employing exponential smooth transition auto-regressive (ESTAR) models The small sample properties of the newly developed test are briefly investigated and an application for investigating the PPP hypothesis for Argentina is provided
Conventional Dickey–Fuller unit root tests have been generalized to allow for nonlinearity under the...
This paper reconsiders the nature of the trends (i.e. deterministic or stochastic) in macroeconomic ...
In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a u...
We develop unit root tests that allow under the alternative hypothesis for a smooth transition betwe...
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...
The aim of this paper is to develop a unit root test that takes into account two sources of nonlinea...
In this paper we examine the local power of unit root tests against globally stationary exponential ...
In this study, we propose a new unit root test procedure that allows for both gradual structural bre...
This study suggests a new nonlinear unit root test procedure with Fourier function. In this test pro...
This paper extends the unit root test of Christopoulos and Leòn-Ledesma (2010) to accommodate not o...
In ESTAR models it is usually quite dicult to obtain parameter estimates, as it is discussed in the...
Recent research has reported the lack of correct size in stationarity test for PPP deviations within...
In this paper we derive tests for parameter constancy when the data generating process is non-statio...
This paper proposes a simple direct testing procedure to distinguish a linear unit root process from...
Conventional Dickey–Fuller unit root tests have been generalized to allow for nonlinearity under the...
This paper reconsiders the nature of the trends (i.e. deterministic or stochastic) in macroeconomic ...
In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a u...
We develop unit root tests that allow under the alternative hypothesis for a smooth transition betwe...
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...
The aim of this paper is to develop a unit root test that takes into account two sources of nonlinea...
In this paper we examine the local power of unit root tests against globally stationary exponential ...
In this study, we propose a new unit root test procedure that allows for both gradual structural bre...
This study suggests a new nonlinear unit root test procedure with Fourier function. In this test pro...
This paper extends the unit root test of Christopoulos and Leòn-Ledesma (2010) to accommodate not o...
In ESTAR models it is usually quite dicult to obtain parameter estimates, as it is discussed in the...
Recent research has reported the lack of correct size in stationarity test for PPP deviations within...
In this paper we derive tests for parameter constancy when the data generating process is non-statio...
This paper proposes a simple direct testing procedure to distinguish a linear unit root process from...
Conventional Dickey–Fuller unit root tests have been generalized to allow for nonlinearity under the...
This paper reconsiders the nature of the trends (i.e. deterministic or stochastic) in macroeconomic ...
In this paper, we propose Phillips-Perron type, semiparametric testing procedures to distinguish a u...