Examination of some more powerful modifications of the Dickey-Fuller test

Journal of Time Series Analysis

Volumn 26, Issue 3, 2005, Pages 355-369

  Leybourne, Stephen ^a   Kim, Tae Hwan ^a   Newbold, Paul ^a  

^a UNIVERSITY OF NOTTINGHAM   (United Kingdom)

Author keywords

Dickey Fuller test; MAX test; Power comparison; Recursive and GLS detrending; Weighted symmetric estimation

Indexed keywords

EID: 17644408455     PISSN: 01439782     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2004.00406.x     Document Type: Article

References (13)

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