The power of the ADF test
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(10)- On the Dickey-Fuller test with white standard errors
- Spectral approach to parameter-free unit root testing
- Extended tabulations for Dickey-Fuller tests
- The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
- BootstrapMUnit Root Tests
- Testing the persistence of the forward premium: structural changes or misspecification?
- Distribution theory for the Studentized mean for long, short, and negative memory time series
- The asymptotic behaviour of the Dickey-Fuller tests under the crash hypothesis.
- Lag truncation and the local asymptotic distribution of the ADF test for a unit root
- BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY
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