Cerrato, Mario; Peretti, Christian De; Sarantis, Nick - Centre d'Études des Politiques Économiques (EPEE), … - 2007
We propose a nonlinear heterogeneous unit root test for testing the null hypothesis of unitroots processes against the alternative that allows a proportion of units to be generated by globally stationary ESTAR processes and a remaining non-zero proportion to be generated by unit root processes....