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Applied Economics Letters Volume 9, 2002 - Issue 3
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Original Articles

Exact critical values of unit root tests with drift and trend

Kazuhiro Ohtani Faculty of Economics, Kobe University, Rokko, Nada-ku, Kobe 657-8501, Japan
Pages 137-145 | Published online: 07 Oct 2010
 
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Abstract

This paper, using the Imhof method, evaluates the numerically exact critical values of unit root tests based on the OLS estimator when there are drift and trend. The somewhat detailed tables of the exact critical values are presented.

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