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Exact critical values of unit root tests with drift and trend.

Authors :
Ohtani, Kazuhiro
Source :
Applied Economics Letters; Feb2002, Vol. 9 Issue 3, p137-145, 9p, 6 Charts
Publication Year :
2002

Abstract

This paper, using the Imhof method, evaluates the numerically exact critical values of unit root tests based on the OLS estimator when there are drift and trend. The somewhat detailed tables of the exact critical values are presented. [ABSTRACT FROM AUTHOR]

Subjects

Subjects :
ESTIMATION theory
ECONOMICS

Details

Language :
English
ISSN :
13504851
Volume :
9
Issue :
3
Database :
Complementary Index
Journal :
Applied Economics Letters
Publication Type :
Academic Journal
Accession number :
5942020
Full Text :
https://doi.org/10.1080/13504850110052816
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