Phillips, Peter C. B.; Shi, Shuping; Yu, Jun - In: Oxford Bulletin of Economics and Statistics 76 (2014) 3, pp. 315-333
type="main" xml:id="obes12026-abs-0001" <title type="main">Abstract</title> <p>This article aims to provide some empirical guidelines for the practical implementation of right-tailed unit root tests, focusing on the recursive right-tailed ADF test of Phillips et al. (2011b). We analyze and compare the limit theory of the...</p>
