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Tests for Unit-Root Versus Threshold Specification with an Application to the Purchasing Power Parity Relationship
Bec, Frédérique, (2004)
Tests for unit-root versus threshold specification with an application to the purchasing power parity relationship
On the joint Fourier-ESTAR testing of PPP
Firoozi, Fathali, (2016)
Critical values for linearity tests in time-varying smooth transition autoregressive models when data are highly persistent
Sandberg, Rickard, (2008)
Convergence to stochastic power integrals for dependent heterogeneous processes
Sandberg, Rickard, (2009)
Trends, unit roots, structural changes, and time-varying asymmetries in U.S. macroeconomic data : the Stock and Watson data re-examined
Sandberg, Rickard, (2016)