Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741): Difference between revisions

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+Unit root tests in the presence of uncertainty about the non-stochastic trend
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+A Stationarity Test in the Presence of an Unknown Number of Smooth Breaks
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+Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate
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+ON THE ASYMPTOTICS OF ADF TESTS FOR UNIT ROOTS
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+Efficient Tests for an Autoregressive Unit Root
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+A simple, robust and powerful test of the trend hypothesis
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+UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Tests for Unit Roots and the Initial Condition
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+Automatic Lag Selection in Covariance Matrix Estimation
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+LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power
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+The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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+A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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+GLS detrending, efficient unit root tests and structural change.
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+New Tools for Understanding Spurious Regressions
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+Asymptotics for linear processes
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