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Applied Economics Letters Volume 6, 1999 - Issue 8
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Original Articles

Exact critical values of unit root tests when there is a constant term and a time trend

KAZUHIRO OHTANI
Pages 497-500 | Published online: 06 Oct 2010
 
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Abstract

Using a method proposed by Imhof in 1961 the exact distribution of the test statistics for the unit root when the AR(1) process has a constant term and a time trend is evaluated numerically. Detailed tables of the exact critical values are presented.

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