Cook, Steven - In: Journal of Applied Statistics 35 (2008) 5, pp. 547-557
. Hallman, Nonlinear transformations of integrated time series, J. Time Ser. Anal. 12 (1991), pp. 207-218] and the range unit … root tests of Aparicio et al. [F. Aparicio, A. Escribano, and A. Siplos, Range unit root (RUR) tests: Robust against non …