Unit root test based on OLS detrending
基于OLS退势的单位根检验

They analysised the properties of the statistic of OLS detrending unit root test in different situations in this paper.The asymptotic distributions of the test statistics were verified,and the quantiles of the test statistics with finite sample size by Monte Carlo simulations were obtained.Furthermore,they fitted the response surface function of quantiles about the sample size,based on the response surface functions,eight empirical quantiles with different sample sizes were tabled.What they have been done i...