Properties of recursive trend-adjusted unit root tests (Q1929125): Difference between revisions

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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment.
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+Nonlinear instrumental variable estimation of an autoregression.
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+Recursive mean adjustment in time-series inferences
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+An invariant sign test for random walks based on recursive median adjustment
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+recursive Mean Adjustment for Unit Root Tests
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+Recursive mean adjustment and tests for nonstationarities
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