Improved critical values for the Enders-Granger unit-root test

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Electricity prices and fuel costs: Long-run relations and short-run dynamics (2009, methodology): “However, recent evidence (Pippenger and Goering, 1993; Balk and Fomby, 1997; Enders and Granger, 1998; Enders and Siklos, 2001) has pointed out the low power of tests of cointegration in the presence of asymmetric adjustments. As an alternative, we also apply the threshold autoregressive (TAR) and m”
The Convergence of Regional House Prices in the UK (2003, methodology): “The use of a sample of 100 observations is attractive as it allows the critical values reported by Enders (2001), specifically calculated for an MTAR test using 100 observations and 4 lagged differenced terms, to be employed.”
Threshold cointegration: overview and implementation in R (2013, methodology): “Enders and Granger (1998) first provided an empirical framework to deal with unit root tests having a two-regime SETAR as alternative. They tabulated critical values for a test when the threshold is known. Critical values with unknown threshold were given later by Enders (2001). Enders and Siklos (2”
Asymmetric adjustment and smooth transitions: a combination of some unit root tests (2004, background): “See also Berben and van Dijk (1999) and Enders (2001).”