Using median-unbiased estimation based on Augmented-Dickey-Fuller (ADF) regressions, recent research has questioned the … extend median-unbiased estimation to the DF-GLS regression of Elliott, Rothenberg, and Stock (1996). We find that combining … median-unbiased estimation with this regression has the potential to tighten confidence intervals for the half-lives. Using …

Using median-unbiased estimation, recent research has questioned the validity of Rogoff's "remarkable consensus" of 3 … the resulting unit root test has low power. We extend median-unbiased estimation to the DF-GLS regression of Elliott …, Rothenberg, and Stock (1996). We find that median-unbiased estimation based on this regression has the potential to tighten …

research on decision theory which has marked developments in this field. His book Entscheidungskriterien bei Risiko, published …