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Unit root tests in the presence of uncertainty about the non-stochastic trend

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Ayat, Leila
Burridge, Peter

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File URL: http://www.sciencedirect.com/science/article/B6VC0-3Y0JNP7-4/2/9d2bab0eedd1d0d6184b5d581e874c66
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 95 (2000)
Issue (Month): 1 (March)
Pages: 71-96
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Handle: RePEc:eee:econom:v:95:y:2000:i:1:p:71-96

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Web page: http://www.elsevier.com/locate/jeconom

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  1. John Elder & Peter E. Kennedy, 2001. "Testing for Unit Roots: What Should Students Be Taught?," Journal of Economic Education, Helen Dwight Reid Foundation, vol. 32(2), pages 137-146. [Downloadable!]
  2. Syed Basher & S. Fachin, 2008. "The long-term decline of internal migration in Canada: the case of Ontario," AStA Wirtschafts- und Sozialstatistisches Archiv, Springer, vol. 1(2), pages 171-181, December. [Downloadable!] (restricted)
    Other versions:
  3. Pierre Perron & Tomoyoshi Yabu, . "Estimating Deterministic Trends with an Integrated or Stationary Noise Component," Boston University - Department of Economics - Working Papers Series WP2006-012, Boston University - Department of Economics, revised Feb 2006. [Downloadable!]
    Other versions:
  4. Steve Leybourne & Tae-Hwan Kim & Paul Newbold, 2003. "Behaviour of Dickey-Fuller Unit Root Tests Under Trend Misspecification," Econometrics 0311008, EconWPA. [Downloadable!]
    Other versions:
  5. Basher, Syed A. & Fachin, Stefano, 2008. "The long-term decline of internal migration in Canada – Ontario as a case study," MPRA Paper 6685, University Library of Munich, Germany. [Downloadable!]
  6. John Elder & Peter E. Kennedy, 2001. "F versus t tests for unit roots," Economics Bulletin, Economics Bulletin, vol. 3, pages 1-6. [Downloadable!]
  7. José Angel Roldán Casas & Rafaela Dios-Palomares, 2004. "A Strategy for Testing the Unit Root in AR(1) Model with Intercept. A Monte Carlo Experiment," Economic Working Papers at Centro de Estudios Andaluces E2004/37, Centro de Estudios Andaluces. [Downloadable!]
  8. Jürgen Wolters & Uwe Hassler, 2006. "Unit root testing," AStA Advances in Statistical Analysis, Springer, vol. 90(1), pages 43-58, March. [Downloadable!] (restricted)
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