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

Kazuhiro Ohtani

Applied Economics Letters, 1999, vol. 6, issue 8, 497-500

Abstract: 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.

Date: 1999
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DOI: 10.1080/135048599352808

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