Su, Jen-Je; Nguyen, Duc-Tho - In: Applied Economics Letters 19 (2012) 9, pp. 891-896
the underlying deterministic component) on the power properties of the nonlinear Kapetanios-- Snell--Shin (KSS) unit root … test. While the Generalized Least Squares (GLS)-detrended KSS test has significant power advantage over the Ordinary Least …. These results are similar to those found previously for the Dickey--Fuller (DF) test. To maintain good power properties …