Generalizations of the KPSS‐test for stationarity

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Economic growth, financial development, urbanisation and electricity consumption nexus in UAE (2017, methodology): “4 Hobijn et al. (2004) argues that KPSS unit root test is oversized due to highly autoregressive processes by employing a semiparametric heteroskedasticity.”
Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series (2005, unknown): “A similar point, although without providing asymptotic rejection rates, has already been made by Hobijn et al. (1998) with respect to L i (ˆ λ PW ) , L i (ˆ λ A,B ) and L i (ˆ λ A,QS ) .”
IDENTIFYING AND I NTERPRETING R EGIONAL CONVERGENCE CLUSTERS ACROSS EUROPE (2005, unknown): “The choice of the bandwidth, x, as demonstrated by Hobijn and Franses (2000) and Hobijn et al. (1998), does not have a direct impact on the size of the clusters.”
TESTING FOR LONG MEMORY (2007, methodology): “While this procedure arguably displayed slightly better size control for a pure AR(1) DGP, we found that its degree of size control given an additional MA(1) component generally fell well below that obtainable from the Hobijn et al. (2004) procedure, both in terms of under and over sizing.”