Nonlinear ADF Unit Root Test
The Nonlinear ADF unit root test, most prominently operationalized by Kapetanios, Shin, and Snell (2003), extends the classical Augmented Dickey-Fuller test to detect mean reversion that occurs via an Exponential Smooth Transition Autoregressive (ESTAR) process. It tests the null of a unit root against a nonlinear stationary alternative, capturing adjustment dynamics that the standard linear ADF test misses.
Source record
Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.
- Kapetanios, G., Shin, Y., & Snell, A. (2003). Testing for a unit root in the nonlinear STAR framework. Journal of Econometrics, 112(2), 359-379. · DOI 10.1016/S0304-4076(02)00202-6
- Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74(366), 427-431. · DOI 10.2307/2286348
Curated claims
Claims persisted in the evidence ledger, each with its own assessment.
This view does not invent a claim assessment when the ledger has none.
Related methods
Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.