Nielsen, Bent - In: Oxford Bulletin of Economics and Statistics 70 (2008) 5, pp. 619-644
Dickey and Fuller ["Econometrica" (1981) Vol. 49, pp. 1057-1072] suggested unit-root tests for an autoregressive model with a linear trend conditional on an initial observation. T"Power of tests for unit roots in the presence of a linear trend"ightly different model with a random initial value...
