TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS

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International Output Convergence, Breaks, and Asymmetric Adjustment (2011, background): “In particular in the model suggested by Park and Shintani (2009) the transition parameter  determines the speed of transition between two extreme regimes.”
More Powerful Unit Root Tests with Non-normal Errors (2014, unknown): “Under Assumptions 1 and 2, the RALS estimator ~ R; from (19) is asymptotically equivalent to the GMM estimator ~ G; using the moment conditions (15) and (16).”
Detecting Mean Reversion in Real Exchange Rates from a Multiple Regime STAR Model (2004, background): “Park and Shintani [2005] derive the asymptotic distribution of a inf-t test for various alternatives including TAR and LSTAR models, however they limit their attention to testing a simple null hypothesis and their results do not directly apply to our setting.”