Rank Tests for Nonlinear Cointegration

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Testing Linearity in Cointegrating Relations With an Application to Purchasing Power Parity (2010, methodology): “vF̃ F̃ )−1 F û A ∼ χ(2) (k, ν) for F̃t defined in (7), F = [ F1, · · · , Fn] , F̃ = [ F̃1, · · · , F̃n ]′ , and where Ω̂uu.”
The CO2-Growth nexus revisited: A nonparametric analysis for G7 economies over nearly two centuries (2017, unknown): “…the Bierens (1997b) test, the test statistic is λ and the null hypothesis is written as = 0 against the alternative of ≥ 1. tCln tYln A more improved Breitung (2001, 2002) nonparametric cointegration test is able to detect the presence of a long-run equilibrium in spite of additive outliers –…”
Combining non‐cointegration tests (2013, unknown): “This paper suggests combination procedures with the aim of providing meta tests that maintain high power across the range of the nuisance parameter.1 We demonstrate the local power of the new meta tests to be in general almost as high as that of the most powerful of the underlying tests.”