Otero, Jesús; Smith, Jeremy - In: Computational Statistics 27 (2012) 3, pp. 473-486
This paper calculates response surface models for a large range of quantiles of the Leybourne (Oxf Bull Econ Stat 57:559–571, <CitationRef CitationID="CR9">1995</CitationRef>) test for the null hypothesis of a unit root against the alternative of (trend) stationarity. The response surface models allow the estimation of critical values...</citationref>
