@article {STMAZ.06036316,
    author       = {Hanck, Christoph},
    title        = {On the asymptotic distribution of a unit root test against ESTAR alternatives.},
    year         = {2012},
    journal      = {Statistics \& Probability Letters},
    volume       = {82},
    number       = {2},
    issn         = {0167-7152},
    pages        = {360-364},
    publisher    = {Elsevier Science B.V. (North-Holland), Amsterdam},
    doi          = {10.1016/j.spl.2011.11.001},
    abstract     = {Summary: We derive the null distribution of the nonlinear unit root test proposed by {\it G. Kapetanios, Y. Shin} and {\it A. Snell} [J. Econom. 112, No. 2, 359--379 (2003; Zbl 1027.62065)] when the non-zero means or both means and deterministic trends are accounted for. Some discrepancies to claims of Kapetanios et al. are discussed.},
    msc2010      = {62M10 (62F03 65C60)},
    identifier   = {1237.62119},
}