References

• 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
• 2002Testing for a unit root in the nonlinear STAR framework1,567 cited
• 1988Testing Linearity Against Smooth Transition Autoregressive Models1,365 cited
• 1998Unit-Root Tests and Asymmetric Adjustment With an Example Using the Term Structure of Interest Rates1,203 cited
• 1981On the bias in flexible functional forms and an essentially unbiased form977 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
• 1998Unit roots and smooth transitions465 cited
• 1997Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate340 cited
• 2010Smooth breaks and non-linear mean reversion: Post-Bretton Woods real exchange rates319 cited
• 2004A general test for time dependence in parameters258 cited
• 2015Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing155 cited
• 2011The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests *117 cited