Halkos, George; Kevork, Ilias - In: Applied Economics 39 (2007) 21, pp. 2753-2767
Showing a dual relationship between ARIMA (0, 2, 1) with parameter θ = -1 and the random walk, a new alternative hypothesis in the form of ARIMA (0, 2, 1) is established in this article for evaluating unit root tests. The power of four methods of testing for a unit root is investigated under...