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A simple unit root test against asymmetric STAR nonlinearity with an application to real exchange rates in Nordic countries

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References

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1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
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2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
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1991Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations546 cited
1998Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates380 cited
2001Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era258 cited

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A new nonlinear unit root test with Fourier function

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