Efficient Tests for a Unit Root When the Initial Observation is Drawn From Its Unconditional Distribution
推导了当初始条件来自备择假设下的无条件分布时，渐近最有效的单位根检验族，可用于评估已有统计量并构建更强大的检验。
Researchers desire powerful tests for unit roots. This paper derives the family of asymptotically most powerful tests for unit roots when the initial condition is drawn from its unconditional distribution under the alternative. This enables both the examination of previously proposed statistics and the construction of powerful tests against this alternative model.