Exact critical values of unit root tests with drift and trend

Kazuhiro Ohtani

Applied Economics Letters, 2002, vol. 9, issue 3, 137-145

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.

Date: 2002
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DOI: 10.1080/13504850110052816

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