References

• 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
• 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
• 2003Minimum Lagrange Multiplier Unit Root Test with Two Structural Breaks2,398 cited
• 1997Further evidence on breaking trend functions in macroeconomic variables2,035 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1981On the bias in flexible functional forms and an essentially unbiased form977 cited
• 1989Testing for the Constancy of Parameters Over Time973 cited
• 2006A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks879 cited
• 2012The flexible Fourier form and Dickey–Fuller type unit root tests764 cited
• 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*747 cited
• 1993Testing for neglected nonlinearity in time series models498 cited
• 1998Unit roots and smooth transitions465 cited
• 2010Modelling Nonlinear Economic Time Series352 cited
• 1996Optimal changepoint tests for normal linear regression304 cited
• 2004A general test for time dependence in parameters258 cited