{"id":"https://openalex.org/W2762712917","doi":"https://doi.org/10.1080/03610918.2018.1563154","title":"A unit root test based on smooth transitions and nonlinear adjustment","display_name":"A unit root test based on smooth transitions and nonlinear adjustment","publication_year":2019,"publication_date":"2019-01-31","ids":{"openalex":"https://openalex.org/W2762712917","doi":"https://doi.org/10.1080/03610918.2018.1563154","mag":"2762712917"},"language":"en","primary_location":{"id":"doi:10.1080/03610918.2018.1563154","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1563154","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://repository.unpas.ac.id/81788/1/Rino%20Yogatama_183030047_Teknik%20Mesin.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5066650763","display_name":"Aycan Hepsa\u011f","orcid":"https://orcid.org/0000-0001-6223-6914"},"institutions":[{"id":"https://openalex.org/I4210140283","display_name":"Cambridge Econometrics (United Kingdom)","ror":"https://ror.org/03gcet659","country_code":"GB","type":"company","lineage":["https://openalex.org/I4210140283"]},{"id":"https://openalex.org/I67581229","display_name":"Istanbul University","ror":"https://ror.org/03a5qrr21","country_code":"TR","type":"education","lineage":["https://openalex.org/I67581229"]}],"countries":["GB","TR"],"is_corresponding":true,"raw_author_name":"Aycan Hepsag","raw_affiliation_strings":["Faculty of Economics, Department of Econometrics, Istanbul University","Faculty of Economics, Department of Econometrics, Istanbul University, Beyaz\u0131t, Istanbul, Turkey"],"raw_orcid":"https://orcid.org/0000-0001-6223-6914","affiliations":[{"raw_affiliation_string":"Faculty of Economics, Department of Econometrics, Istanbul University","institution_ids":["https://openalex.org/I4210140283"]},{"raw_affiliation_string":"Faculty of Economics, Department of Econometrics, Istanbul University, Beyaz\u0131t, Istanbul, Turkey","institution_ids":["https://openalex.org/I67581229"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5066650763"],"corresponding_institution_ids":["https://openalex.org/I4210140283","https://openalex.org/I67581229"],"apc_list":null,"apc_paid":null,"fwci":3.1669,"has_fulltext":true,"cited_by_count":32,"citation_normalized_percentile":{"value":0.92818477,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"50","issue":"3","first_page":"625","last_page":"632"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":0.9955000281333923,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9905999898910522,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11798","display_name":"Optimal Experimental Design Methods","score":0.9891999959945679,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/unit-root","display_name":"Unit root","score":0.9034267067909241},{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.7278850078582764},{"id":"https://openalex.org/keywords/unit-root-test","display_name":"Unit root test","score":0.7095365524291992},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5535609126091003},{"id":"https://openalex.org/keywords/root","display_name":"Root (linguistics)","score":0.5441350936889648},{"id":"https://openalex.org/keywords/null","display_name":"Null (SQL)","score":0.44544047117233276},{"id":"https://openalex.org/keywords/unit-testing","display_name":"Unit testing","score":0.443109929561615},{"id":"https://openalex.org/keywords/test","display_name":"Test (biology)","score":0.42195674777030945},{"id":"https://openalex.org/keywords/unit","display_name":"Unit (ring theory)","score":0.41953229904174805},{"id":"https://openalex.org/keywords/null-hypothesis","display_name":"Null hypothesis","score":0.41353705525398254},{"id":"https://openalex.org/keywords/function","display_name":"Function (biology)","score":0.41012606024742126},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3838578164577484},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3748477101325989},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2674025893211365},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.1299688220024109},{"id":"https://openalex.org/keywords/cointegration","display_name":"Cointegration","score":0.059342801570892334},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.058404386043548584},{"id":"https://openalex.org/keywords/data-mining","display_name":"Data mining","score":0.05049887299537659}],"concepts":[{"id":"https://openalex.org/C195561663","wikidata":"https://www.wikidata.org/wiki/Q1307899","display_name":"Unit root","level":2,"score":0.9034267067909241},{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.7278850078582764},{"id":"https://openalex.org/C144341231","wikidata":"https://www.wikidata.org/wiki/Q7887151","display_name":"Unit root test","level":3,"score":0.7095365524291992},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5535609126091003},{"id":"https://openalex.org/C171078966","wikidata":"https://www.wikidata.org/wiki/Q111029","display_name":"Root (linguistics)","level":2,"score":0.5441350936889648},{"id":"https://openalex.org/C203763787","wikidata":"https://www.wikidata.org/wiki/Q371029","display_name":"Null (SQL)","level":2,"score":0.44544047117233276},{"id":"https://openalex.org/C148027188","wikidata":"https://www.wikidata.org/wiki/Q907375","display_name":"Unit testing","level":3,"score":0.443109929561615},{"id":"https://openalex.org/C2777267654","wikidata":"https://www.wikidata.org/wiki/Q3519023","display_name":"Test (biology)","level":2,"score":0.42195674777030945},{"id":"https://openalex.org/C122637931","wikidata":"https://www.wikidata.org/wiki/Q118084","display_name":"Unit (ring theory)","level":2,"score":0.41953229904174805},{"id":"https://openalex.org/C191988596","wikidata":"https://www.wikidata.org/wiki/Q628374","display_name":"Null hypothesis","level":2,"score":0.41353705525398254},{"id":"https://openalex.org/C14036430","wikidata":"https://www.wikidata.org/wiki/Q3736076","display_name":"Function (biology)","level":2,"score":0.41012606024742126},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3838578164577484},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3748477101325989},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2674025893211365},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.1299688220024109},{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.059342801570892334},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.058404386043548584},{"id":"https://openalex.org/C124101348","wikidata":"https://www.wikidata.org/wiki/Q172491","display_name":"Data mining","level":1,"score":0.05049887299537659},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C145420912","wikidata":"https://www.wikidata.org/wiki/Q853077","display_name":"Mathematics education","level":1,"score":0.0},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2777904410","wikidata":"https://www.wikidata.org/wiki/Q7397","display_name":"Software","level":2,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C78458016","wikidata":"https://www.wikidata.org/wiki/Q840400","display_name":"Evolutionary biology","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1080/03610918.2018.1563154","is_oa":false,"landing_page_url":"https://doi.org/10.1080/03610918.2018.1563154","pdf_url":null,"source":{"id":"https://openalex.org/S153329750","display_name":"Communications in Statistics - Simulation and Computation","issn_l":"0361-0918","issn":["0361-0918","1532-4141"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320547","host_organization_name":"Taylor & Francis","host_organization_lineage":["https://openalex.org/P4310320547"],"host_organization_lineage_names":["Taylor & Francis"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Communications in Statistics - Simulation and Computation","raw_type":"journal-article"},{"id":"pmh:oai::81788","is_oa":true,"landing_page_url":null,"pdf_url":"https://repository.unpas.ac.id/81788/1/Rino%20Yogatama_183030047_Teknik%20Mesin.pdf","source":{"id":"https://openalex.org/S4306401702","display_name":"Universitas Pasundan institutional repositories & scientific journals (Universitas Pasundan)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210159629","host_organization_name":"Universitas Pasundan","host_organization_lineage":["https://openalex.org/I4210159629"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Thesis"}],"best_oa_location":{"id":"pmh:oai::81788","is_oa":true,"landing_page_url":null,"pdf_url":"https://repository.unpas.ac.id/81788/1/Rino%20Yogatama_183030047_Teknik%20Mesin.pdf","source":{"id":"https://openalex.org/S4306401702","display_name":"Universitas Pasundan institutional repositories & scientific journals (Universitas Pasundan)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I4210159629","host_organization_name":"Universitas Pasundan","host_organization_lineage":["https://openalex.org/I4210159629"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Thesis"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":false},"content_urls":{"pdf":"https://content.openalex.org/works/W2762712917.pdf"},"referenced_works_count":14,"referenced_works":["https://openalex.org/W1980248133","https://openalex.org/W1986871165","https://openalex.org/W1997249152","https://openalex.org/W2021675656","https://openalex.org/W2076062366","https://openalex.org/W2076287473","https://openalex.org/W2099342535","https://openalex.org/W2116388354","https://openalex.org/W2127872602","https://openalex.org/W2140013551","https://openalex.org/W3015297855","https://openalex.org/W3123442973","https://openalex.org/W4230644069","https://openalex.org/W4293098276"],"related_works":["https://openalex.org/W2363942132","https://openalex.org/W2130548826","https://openalex.org/W4360600996","https://openalex.org/W2970661159","https://openalex.org/W2368604504","https://openalex.org/W2912435166","https://openalex.org/W1733001727","https://openalex.org/W2284487626","https://openalex.org/W1767539588","https://openalex.org/W3124891562"],"abstract_inverted_index":{"In":[0],"this":[1],"paper,":[2],"we":[3],"develop":[4],"a":[5,28],"new":[6,62,74],"unit":[7,63,75,94],"root":[8,64,76],"testing":[9],"procedure":[10],"which":[11],"considers":[12],"jointly":[13],"for":[14],"structural":[15,21],"breaks":[16,22],"and":[17,33,56,82],"nonlinear":[18,34],"adjustment.":[19],"The":[20,44,73],"are":[23],"modeled":[24,37],"by":[25,38],"means":[26,39],"of":[27,40,47,59,88,92],"logistic":[29],"smooth":[30],"transition":[31],"function":[32],"adjustment":[35],"is":[36,49,66],"an":[41],"ESTAR":[42],"model.":[43],"empirical":[45],"size":[46,80],"test":[48,65,77],"quite":[50],"close":[51],"to":[52,69,86],"the":[53,61,70,89,93],"nominal":[54],"one":[55],"in":[57],"terms":[58],"power;":[60],"generally":[67],"superior":[68],"alternative":[71],"test.":[72],"presents":[78],"good":[79],"properties":[81],"does":[83],"not":[84],"lead":[85],"over-rejections":[87],"null":[90],"hypothesis":[91],"root.":[95]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":5},{"year":2022,"cited_by_count":7},{"year":2021,"cited_by_count":3},{"year":2020,"cited_by_count":1},{"year":2019,"cited_by_count":3}],"updated_date":"2026-02-13T13:36:01.753593","created_date":"2025-10-10T00:00:00"}
