Harvey and Leybourne (2007,2008) linearity test (GAUSS)

Harvey, D. I., & Leybourne, S. J. (2007). Testing for time series linearity. The Econometrics Journal, 10(1), 149–165.

Harvey, D. I., Leybourne, S. J., & Xiao, B. (2008). A powerful test for linearity when the order of integration is unknown. Studies in Nonlinear Dynamics & Econometrics, 12(3).