On the importance of the first observation in GLS detrending in unit root testing Westerlund, J. 2014, On the importance of the first observation in GLS detrending in unit root testing, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic.. Attached Files Name Description MIMEType Size Downloads Title On the importance of the first observation in GLS detrending in unit root testing Author(s) Westerlund, J. orcid.org/0000-0002-8030-5706 Publication date 2014 Series School Working Paper - Financial Econometrics Series Total pages 13 Publisher Deakin University, School of Accounting, Economics and Finance Place of publication Geelong, Vic. Keyword(s) Unit root test GLS detrending Local asymptotic power RePEc:dkn:ecomet:fe_2014_07 Notes This working paper was later published in the journal 'Oxford Bulletin of Economics and Statistics' and is available online: http://www.dx.doi.org/10.1111/obes.12050 Language eng HERDC Research category CN.1 Other journal article Related work DU:30077701 Copyright notice ©2014, The Author Persistent URL http://hdl.handle.net/10536/DRO/DU:30106659 Document type: Report Collections: Faculty of Business and Law RePEc Working Papers Related Links Link Description Connect to published journal article Go to link with your DU access privileges     Link to Related Work On the importance of the first observation in GLS detrending in unit root testing Journal Article (deposited 08-09-2015) On the importance of the first observation in GLS detrending in unit root testing Report (deposited 07-03-2018)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Tue, 06 Mar 2018, 14:54:26 EST Wed, 07 Mar 2018, 04:01:27 EST Wed, 07 Mar 2018, 09:39:38 EST Wed, 07 Mar 2018, 09:40:13 EST Mon, 27 Aug 2018, 16:28:54 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 81 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Tue, 06 Mar 2018, 14:54:26 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.