Exact critical values of unit root tests with drift and trend

This paper, using the Imhof method, evaluates the numerically exact critical values of unit root tests based on the OLS estimator when there are drift and trend. The somewhat detailed tables of the exact critical values are presented.

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Year of publication:	2002
Authors:	Ohtani, Kazuhiro
Published in:	Applied Economics Letters. - Taylor & Francis Journals, ISSN 1350-4851. - Vol. 9.2002, 3, p. 137-145
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10009189270