Adaptive consistent unit-root tests based on autoregressive threshold model

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TESTING FOR A UNIT ROOT AGAINST TRANSITIONAL AUTOREGRESSIVE MODELS (2016, unknown): “For this reason, in the model (3), it is of interest to test the null hypothesis H0: λ = 0 (4) or no long-run equilibrium.”
Testing for a unit root in a stationary ESTAR process (2011, methodology): “( 2008 ) suggested tests in the context of Threshold Autoregressive (TAR) models.”
The ACR Model: A Multivariate Dynamic Mixture Autoregression (2008, unknown): “For the FF/DM exchange rate data, this statistics reaches 31.81, which is well above the 5% critical value of 13.82 (see Table 1 in Bec et al., 2008) and hence allows rejection of the unit-root null hypothesis.”
Threshold cointegration: overview and implementation in R (2013, methodology): “The law of one price (LOP) and the associated purchasing power parity (PPP) hypothesis represent maybe the ﬁeld where the greatest number of studies has been conducted (see for a review on LOP Lo and Zivot, for the PPP, Gouveia and Rodrigues 2004, Heimonen 2006, Bec et al. 2004).”
Threshold autoregression in economics (2011, background): “Tests allowing for estimated thresholds have been explored by Caner and Hansen [17], Lanne and Saikkonen [52], Kapetanios and Shin [47], Pitarakis [65], Bec, Guay and Guerre [12] and Seo [72].”