More on F versus t tests for unit roots when there is no trend
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- repec:ebl:ecbull:v:3:y:2004:i:12:p:1-7 is not listed on IDEAS
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- Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
- Peter E. Kennedy & John Elder, 2001. "F versus t tests for unit roots," Economics Bulletin, AccessEcon, vol. 3(3), pages 1-6.
- Ulrich K. M¸ller & Graham Elliott, 2003. "Tests for Unit Roots and the Initial Condition," Econometrica, Econometric Society, vol. 71(4), pages 1269-1286, July.
- Paulo M. M. Rodrigues & Andrew Tremayne, 2004. "F versus t tests for unit roots: a comment," Economics Bulletin, AccessEcon, vol. 3(12), pages 1-7.
- Steven Cook, 2004. "On the finite-sample power of modified Dickey-Fuller tests: The role of the initial condition," Economics Bulletin, AccessEcon, vol. 3(11), pages 1-9.
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- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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