This paper has been announced in the following NEP Reports:

• NEP-ALL-2004-02-15 (All new papers)
• NEP-ECM-2004-02-20 (Econometrics)
• NEP-ETS-2004-02-15 (Econometric Time Series)
• NEP-RMG-2004-02-15 (Risk Management)

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11. Serena Ng & Pierre Perron, 2001. "LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power," Econometrica, Econometric Society, vol. 69(6), pages 1519-1554, November. [Downloadable!] (restricted)
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20. Ghysels, Eric & Perron, Pierre, 1993. "The effect of seasonal adjustment filters on tests for a unit root," Journal of Econometrics, Elsevier, vol. 55(1-2), pages 57-98. [Downloadable!] (restricted)
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1. B. da Silva Lopes, Artur C., 2005. "Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests," MPRA Paper 125, University Library of Munich, Germany, revised May 2006. [Downloadable!]