Exact critical values of unit root tests when there is a constant term and a time trend
AbstractUsing a method proposed by Imhof in 1961 the exact distribution of the test statistics for the unit root when the AR(1) process has a constant term and a time trend is evaluated numerically. Detailed tables of the exact critical values are presented.
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Bibliographic InfoArticle provided by Taylor and Francis Journals in its journal Applied Economics Letters.
Volume (Year): 6 (1999)
Issue (Month): 8 ()
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Web page: http://www.tandf.co.uk/journals/routledge/13504851.html
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