Nonlinear ARDL (STATA)

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    Shin, Y., Yu, B., and Greenwood-Nimmo, M. (2014). “Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework.” Festschrift in Honor of Peter Schmidt. Springer, New York, NY


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

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    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).


    Fourier ADF Unit Root Test (Eviews 12)

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    Bozoklu, Ş., Yılancı, V., & Görüş, M. Ş. (2020). Persistence in Per Capita Energy Consumption: A Fractional Integration Approach with a Fourier Function. Energy Economics, 91, 1-12. https://doi.org/10.1016/j.eneco.2020.104926