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Communications in Statistics - Simulation and Computation Volume 35, 2006 - Issue 1
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On the Performance of Popular Unit-Root Tests Against Various Nonlinear Dynamic Models: A Simulation Study

Chi-young Choi Department of Economics, University of New Hampshire, Durham, New Hampshire, USACorrespondence[email protected]
&
Young-kyu Moh Department of Economics, Tulane University, New Orleans, Louisiana, USA
Pages 105-116 | Received 15 Apr 2005, Accepted 10 Aug 2005, Published online: 15 Feb 2007

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Hyejin Lee & Mansik Hur. (2021) Non-normal errors or nonlinearity? performance of unit root tests. Applied Economics 53:52, pages 6094-6103.
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Hyeongwoo Kim, Liliana V. Stern & Michael L. Stern. (2010) Half-life bias correction and the G7 stock markets. Economics Letters 109:1, pages 1-3.
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