• Title of article

    GLS detrending and unit root testing

  • Author/Authors

    Dimitrios V. Vougas، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2007
  • Pages
    8
  • From page
    222
  • To page
    229
  • Abstract
    This paper simulates power of unit root tests based on alternative procedures for undertaking GLS detrending in a linear trend model. Many of the proposed methods produce improvements (over the original approach) for small samples and autoregressive parameter near unity.
  • Keywords
    Autoregressive estimator , GLS detrending , Power , Unit root test
  • Journal title
    Economics Letters
  • Serial Year
    2007
  • Journal title
    Economics Letters
  • Record number

    436351

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=436351