Broda, Simon; Carstensen, Kai; Paolella, Marc - In: Econometric Reviews 28 (2009) 5, pp. 468-494
The development of unit root tests continues unabated, with many recent contributions using techniques such as generalized least squares (GLS) detrending and recursive detrending to improve the power of the test. In this article, the relation between the seemingly disparate tests is demonstrated...