LM TESTS FOR A UNIT-ROOT IN THE PRESENCE OF DETERMINISTIC TRENDS

[1] HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX ESTIMATION [J]. ECONOMETRICA, 1991, 59 (03) : 817 - 858

[2] [Anonymous], 1986, NUMERICAL RECIPES

[3] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[4] DEJONG DN, 1989, 8999 U IOW DEP EC WO

[5] Dickey D. A., 1984, P BUSINESS EC STATIS, P489

[6] Dickey D. A, 1976, THESIS IOWA STATE U

[7] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[8] DUFOUR JM, 1989, J ECONOMETRICS, V47, P115

[9] TESTING FOR UNIT ROOTS .2. [J]. ECONOMETRICA, 1984, 52 (05) : 1241 - 1269

[10] FULLER WA, 1976, INTRO STATISTICAL TI

[1] HETEROSKEDASTICITY AND AUTOCORRELATION CONSISTENT COVARIANCE-MATRIX ESTIMATION [J]. ECONOMETRICA, 1991, 59 (03) : 817 - 858

[2] [Anonymous], 1986, NUMERICAL RECIPES

[3] ON THE THEORY OF TESTING FOR UNIT ROOTS IN OBSERVED TIME-SERIES [J]. REVIEW OF ECONOMIC STUDIES, 1986, 53 (03) : 369 - 384

[4] DEJONG DN, 1989, 8999 U IOW DEP EC WO

[5] Dickey D. A., 1984, P BUSINESS EC STATIS, P489

[6] Dickey D. A, 1976, THESIS IOWA STATE U

[7] DISTRIBUTION OF THE ESTIMATORS FOR AUTOREGRESSIVE TIME-SERIES WITH A UNIT ROOT [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1979, 74 (366) : 427 - 431

[8] DUFOUR JM, 1989, J ECONOMETRICS, V47, P115

[9] TESTING FOR UNIT ROOTS .2. [J]. ECONOMETRICA, 1984, 52 (05) : 1241 - 1269

[10] FULLER WA, 1976, INTRO STATISTICAL TI