You should find the answer in the HFE book or the spec. But at the top of my head
setEntityContext
unsetEntityContext
ejbActivate
ejbPassivate
would execute in an "unspecified transaction context" . These are not exposed to the client anyway.
Also
ejbLoad would be invoked in the transaction context of the calling "business method"
ejbStore would be invoked in the transaction context of either the "ejbLoad" or the "ejbCreate"
ejbPostCreate would be invoked in the transaction context of ejbCreate
These are again not exposed to the client
For CMP / BMP entity beans, since they are "CMT" , all the other methods should have a transaction attribute defined, either generically (wildcard) or specifically.
Hope this helps