under very general conditions and simulation evidence shows that the tests perform better than the standard Phillips …-Perron or Dickey-Fuller tests in the region of the null. …In dieser Arbeit schlagen wir semiparametrische Tests vor, um Prozesse mit Einheitswurzeln von mean …

's tests to detect a cointegration relationship significantly deteriorates under two empirically plausible circumstances: (i … case of (i )). These results suggest that performing Johansen's tests based on systems featuring both real and nominal … series automatically biases the tests against rejecting the null. The substantive implication for applied research is that …

, finite sample properties of the test are examined. We highlight scenarios under which the traditional panel unit root tests …

We examine the asymptotic behavior of unit root tests against nonlinear alternatives of the exponential smooth …

used to improve the power of the tests.  …

In this paper, we derive the asymptotic distributions of Augmented-Dickey-Fuller (ADF) tests under very mild conditions …. The tests were originally proposed and investigated by Said and Dickey (1984) for testing unit roots in finite-order ARMA …

In recent years, a number of authors have considered extensions of classical unit root tests to cases where the process … consider Dickey-Fuller-type tests based on M-estimators and develop the asymptotic theory for these estimators and resulting …