| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5062326 | Economics Letters | 2007 | 8 Pages |
Abstract
This paper simulates power of unit root tests based on alternative procedures for undertaking GLS detrending in a linear trend model. Many of the proposed methods produce improvements (over the original approach) for small samples and autoregressive parameter near unity.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Dimitrios V. Vougas,