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Minimizing the impact of the initial condition on testing for unit roots

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References

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2001Confidence intervals for autoregressive coefficients near one

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Cited by

2009UNIT ROOT AND COINTEGRATING LIMIT THEORY WHEN INITIALIZATION IS IN THE INFINITE PAST59 cited
2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition47 cited
2011BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY33 cited
2006Convergences of Prices and Rates of Inflation27 cited
2013Detrending Bootstrap Unit Root Tests25 cited
2007MODIFIED KPSS TESTS FOR NEAR INTEGRATION20 cited
2011A class of simple distribution-free rank-based unit root tests20 cited
2006Power of a Unit‐Root Test and the Initial Condition17 cited
2014A Gini-based unit root test13 cited
2012Recursive adjustment, unit root tests and structural breaks11 cited
2019Semiparametrically point-optimal hybrid rank tests for unit roots10 cited