In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey-Fuller critical values … Carlo methods. In terms of the size of the test, our analysis reveals that unit root tests with NoVaS-modified critical …

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey–Fuller critical values … Carlo methods. In terms of the size of the test, our analysis reveals that unit root tests with NoVaS-modified critical …

exponential model while the critical values and the power are tabulated via Monte Carlo simulations for small samples. . …

statistic is calculated by utilising both the half-normal and negative exponential model while the critical values and the power …

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values have actual sizes close to the nominal size. For the power of the test, we find that unit root tests with NoVaS …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey–Fuller critical values …

In this paper, we introduce a set of critical values for unit root tests that are robust in the presence of conditional …-modified critical values have actual sizes close to the nominal size. For the power of the test, we find that unit root tests with NoVaS …-modified critical values either have the same power as, or slightly better than, tests using conventional Dickey–Fuller critical values …

-values and critical values for the trace tests of Johansen et al. (2000). Access is also provided to tables of critical values …