ARCH.Test |
ARCH Test for time series |
Cook_Vougas_2009_unit_root |
Cook and Vougas(2009) nonlinear unit root test function |
Cuestas_Garratt_unit_root |
Cuestas and Garratt(2011) nonlinear unit root test function |
Cuestas_Ordonez_2014_unit_root |
Cuestas and Ordonez(2014) nonlinear unit root test function |
Enders_Granger_1998 |
Enders and Granger_1998 nonlinear unit root test function |
Enders_Siklos_2001 |
Enders and Siklos(2001) Nonlinear Cointegration Test Function |
ESTAR_ECM |
STAR Vector Error Correction Model |
Harvey_Mills_2002_unit_root |
Harvey and Mills(2002) nonlinear unit root test function |
Hu_Chen_Unit_Root |
Hu and Chen(2016) nonlinear unit root test function |
IBM |
IBM |
Kilic_2011_unit_root |
Kilic(2011) nonlinear unit root test function |
Kruse_Unit_Root |
Kruse(2011) nonlinear unit root test function |
KSS_2006_Cointegration |
Kapetanios, Shin and Snell(2006) nonlinear cointegration test function |
KSS_Unit_Root |
Kapetanios, Shin and Snell(2003) nonlinear unit root test function |
LNV_1998_unit_root |
Leybourne Newbold and Vougas (1998) nonlinear unit root test function |
MarketPrices |
MarketPrices |
Mc.Leod.Li |
Mc.Leod.Li nonlinearity test |
MTAR_ECM |
MTAR Vector Error Correction Model |
Park_Shintani_2016_unit_root |
Park and Shintani(2012) nonlinear unit root test function |
Pascalau_2007_unit_root |
Pascalau(2007) nonlinear unit root test function |
SETAR_model |
SETAR model estimation |
Sollis2009_Unit_Root |
Sollis(2009) nonlinear unit root test function |
Sollis_2004_unit_root |
Sollis(2004) nonlinear unit root test function |
Terasvirta1994test |
Terasvirta (1994) nonlinearity test |
Vougas_2006_unit_root |
Vougas(2006) nonlinear unit root test function |