References

• 2001LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power3,944 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS1,175 cited
• 2001Nonlinear Mean‐Reversion in Real Exchange Rates: Toward a Solution To the Purchasing Power Parity Puzzles1,004 cited
• 1997Transactions Costs and Nonlinear Adjustment in Real Exchange Rates; An Empirical Investigation750 cited
• 2001Threshold Autoregression with a Unit Root707 cited
• 1994Testing for a Unit Root in Time Series With Pretest Data-Based Model Selection701 cited
• 1992Dynamic Equilibrium and the Real Exchange Rate in a Spatially Separated World642 cited
• 1997Nonlinear Aspects of Goods-Market Arbitrage and Adjustment: Heckscher's Commodity Points Revisited560 cited
• 2001Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price540 cited
• 2002A Century of Purchasing-Power Parity424 cited
• 1995The Exchange Rate in the Presence of Transaction Costs: Implications for Tests of Purchasing Power Parity403 cited
• 1994Modelling nonlinear economic relationships296 cited
• 1993PRACTITIONERS CORNER: A Note on the Empirical Power of Unit Root Tests under Threshold Processes†