————————————————————————————-|
Linear Unit Root Tests
————————————————————————————-|
1. ADF TEST:Dickey Fuller test J.A.S. A (1979) | Intercept | Intercept and Trend |
————————————————————————————-|
State Dependent Nonlinearity
————————————————————————————-|
1. KSS TEST:KSS test J.E (2003) | Intercept | Intercept and Trend |
2.Sollis (2009) TEST :E.M(2009) | Intercept | Intercept and Trend |
3.EG TEST:EG test J.B.E.S (1998) | Intercept | Intercept and Trend |
————————————————————————————-|
Time Dependent Nonlinearity (Structural Break)
————————————————————————————-|
1. Omay TEST:Omay (FFFFF)E.L.(2015) | Intercept | Intercept and Trend |
2.SOR TEST:SOR J.E.D(2018) | ModelA | ModelB | ModelC |
3.CEO TEST:Corakci et. al. E.B.(2017) | ModelA | ModelB | ModelC |
4.LNV TEST:Leybourne et. al. J.T.S.(1998) | ModelA | ModelB | ModelC |
————————————————————————————-|
————————————————————————————-|
————————————————————————————-|
Hybrid Tests: Structural Break+State Dependent Nonlinearity
————————————————————————————-|
1. OSHa TEST:[Omay Shahbaz Hasanov (OSH) A.E.(2020)]| ModelA | ModelB | ModelC |
2.OY TEST:[Omay Yildirim E.L.(2014)]| ModelA | ModelB | ModelC |
3.OEHa TEST: ESTAR:[Omay Emirmahmutoglu Hasanov A.E.(2018)]| Intercept | Intercept and Trend |
4.OEHb TEST: AESTAR:[Omay Emirmahmutoglu Hasanov A.E.(2018)]| Intercept | Intercept and Trend|
————————————————————————————-|
————————————————————————————-|
————————————————————————————-|
Structural break test
————————————————————————————-|
1. LSTR Type Structural Break Test| ModelA | ModelB | ModelC |
2.LSTR Type Structural Break Test| ModelA | ModelB | ModelC |
3.LSTR Type Structural Break Test:Omay (FFFFF)E.L.(2015)|
Intercept|
Intercept and Trend|
————————————————————————————-|
————————————————————————————-|
Linearity test
————————————————————————————-|
1. Lukkonen et. al LM3 Economy State depdendent nonlinearity| LM3 Economy | F Test Table |
————————————————————————————-|
————————————————————————————-|
————————————————————————————-|
————————————————————————————-|
————————————————————————————-|
————————————————————————————-|
Linearity Tests
————————————————————————————-|
1.Linearity Test LST (1988):[Lukkonen et al (LST) Biometrika (1988)] | LM2 | LM3 | LM3E |
Selecting the Transition
————————————————————————————-|
1.Selecting the Transition (2008):[Hasanov Omay (2008)]|
Sequantial F test |
Grid Search and STAR estimation
————————————————————————————-|
1.[STAR estimation (2013)]|
Simple STAR Estimation |
STAR estimation Gauss Jordan algoritm
————————————————————————————-|
1.[STAR estimation]| GJ STAR Estimation |
————————————————————————————-|
————————————————————————————-|
————————————————————————————-|
Time Dependent Nonlinearity (Structural Break)
Sieve Bootstrap Version
————————————————————————————-|
1.OHS TEST 2018:[Omay Hasanov Shin (OHS) C.E. (2018)] | ModelA | ModelB | ModelC |
————————————————————————————- | |
---|---|
————————————————————————————- | ————————————————————————————- |
————————————————————————————- | ————————————————————————————- |
NonStat Example