On the power of the Augmented Dickey-Fuller test against fractional alternatives using bootstrap

By Bisaglia L.   Procidano I.  

Economics Letters, Vol. 77, Iss. 3, 2002-11 ,pp. : 343-347

Elsevier

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Lag Order and Critical Values of the Augmented Dickey–Fuller Test: A Replication

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JOURNAL OF APPLIED ECONOMETRICS, Vol. 883-7252, Iss. 6, 2015-09 ,pp. : 1010-1010

John Wiley & Sons Inc

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Response surfaces estimates for the Dickey-Fuller unit root test with structural breaks

By Carrion i Silvestre J.L.   Sanso i Rossello A.   Arts Ortuno M.  

Economics Letters, Vol. 63, Iss. 3, 1999-06 ,pp. : 279-283

Elsevier

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Application of the Dickey–Fuller test to the Nelson and Plosser (1982) Data

By Vougas Dimitrios V.  

Applied Economics Letters, Vol. 9, Iss. 8, 2002-06 ,pp. : 511-514

Routledge Ltd

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F-tests for lag length selection in augmented Dickey-Fuller regressions: some Monte Carlo evidence

By Weber Christian E.  

Applied Economics Letters, Vol. 8, Iss. 7, 2001-07 ,pp. : 455-458

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