Finite-sample properties of modified unit root tests in the presence of structural change. (Q1426175): Difference between revisions

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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Spurious rejections by Dickey-Fuller tests in the presence of a break under the null
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+ALTERNATIVE ESTIMATORS AND UNIT ROOT TESTS FOR THE AUTOREGRESSIVE PROCESS
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+recursive Mean Adjustment for Unit Root Tests
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+Behaviour of the standard and symmetric Dickey-Fuller-type tests when there is a break under the null hypothesis
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+Correcting size distortion of the Dickey--Fuller test via recursive mean adjustment.
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+The Bias of Autoregressive Coefficient Estimators
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+Q3696348
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+Efficient Tests for an Autoregressive Unit Root
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+Q4884570
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