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 modelled by means of a logistic smooth transition function and nonlinear adjustment is modelled 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. The new unit root test presents good size properties and does not lead to over-rejections of the null hypothesis of the unit root
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an...
We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-r...
The aim of this study is to search for a better optimization algorithm in applying unit root tests 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...
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 ...
In the literature, there are no nonlinear wavelet-based unit root tests with structural breaks. To f...
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...
Since threshold autoregressive models were discovered, many unit root tests have been developed to t...
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an...
We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-r...
The aim of this study is to search for a better optimization algorithm in applying unit root tests 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...
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 ...
In the literature, there are no nonlinear wavelet-based unit root tests with structural breaks. To f...
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...
Since threshold autoregressive models were discovered, many unit root tests have been developed to t...
We develop unit root tests for nonlinear heterogeneous panels where the alternative hypothesis is an...
We propose a nonlinear heterogeneous panel unit root test for testing the null hypothesis of unit-r...
The aim of this study is to search for a better optimization algorithm in applying unit root tests t...