Shin, Dong Wan; Kim, Hyun Jung - In: Journal of Business & Economic Statistics 17 (1999) 1, pp. 67-73
The authors develop new semiparametric tests for double unit roots under a weakly dependent error structure of Phillips for tests for a unit root. The tests are based on symmetric estimation of Sen and Dickey. Through Monte Carlo simulations, the new tests are compared with the tests of Haldrup...