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Exact critical values of unit root tests when there is a constant term and a time trend


  • Kazuhiro Ohtani


Using 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.

Suggested Citation

  • Kazuhiro Ohtani, 1999. "Exact critical values of unit root tests when there is a constant term and a time trend," Applied Economics Letters, Taylor & Francis Journals, vol. 6(8), pages 497-500.
  • Handle: RePEc:taf:apeclt:v:6:y:1999:i:8:p:497-500 DOI: 10.1080/135048599352808

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    References listed on IDEAS

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