A NOTE ON THE POWER OF LEAST-SQUARES TESTS FOR A UNIT-ROOT

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

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

[3] FULLER WA, 1976, INTRO STATISTICAL TI

[4] VARIANCE BOUNDS TESTS AND STOCK-PRICE VALUATION MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1986, 94 (05) : 953 - 1001

[5] MATTEY J, 1986, ECONOMET REV, V5, P171

[6] TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1982, 10 (02) : 139 - 162

[7] PHILLIPS PCB, 1986, 794 YAL U COWL F DIS

[8] SHILLER RJ, 1981, AM ECON REV, V71, P421

[9] WEST KD, 1987, UNPUB ASYMPTOTIC NOR

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

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

[3] FULLER WA, 1976, INTRO STATISTICAL TI

[4] VARIANCE BOUNDS TESTS AND STOCK-PRICE VALUATION MODELS [J]. JOURNAL OF POLITICAL ECONOMY, 1986, 94 (05) : 953 - 1001

[5] MATTEY J, 1986, ECONOMET REV, V5, P171

[6] TRENDS AND RANDOM-WALKS IN MACROECONOMIC TIME-SERIES - SOME EVIDENCE AND IMPLICATIONS [J]. JOURNAL OF MONETARY ECONOMICS, 1982, 10 (02) : 139 - 162

[7] PHILLIPS PCB, 1986, 794 YAL U COWL F DIS

[8] SHILLER RJ, 1981, AM ECON REV, V71, P421

[9] WEST KD, 1987, UNPUB ASYMPTOTIC NOR