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- W2024853653 abstract "This paper suggests unit root tests based on detrending the series by a GLS regression, using an empirically plausible value of the autoregressive root. These tests are related to the point optimal tests of Dufour and King. Monte Carlo experiments show a clear gain in power, relative to other unit root tests such as the Dickey-Fuller tests, over a large and empirically relevant range of the parameter space." @default.
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- W2024853653 title "Alternative methods of detrending and the power of unit root tests" @default.
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- W2024853653 doi "https://doi.org/10.1016/0304-4076(94)01702-6" @default.
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