On the importance of the first observation in GLS detrending in unit root testing

Joakim Westerlund

Working Papers from Deakin University, Department of Economics

Keywords: Unit root test; GLS detrending; Local asymptotic power (search for similar items in EconPapers)
Date: 2014-01-01
New Economics Papers: this item is included in nep-ecm, nep-ets and nep-sog
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Related works:
Journal Article: On the Importance of the First Observation in GLS Detrending in Unit Root Testing (2015)
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