On the Asymptotic Power of Unit Root Tests
给出了几种常用统计量的分布闭式表达式，并推导了它们作为单位根检验的渐近势函数，发现无漂移自回归数据下t检验在小到中等样本中表现更优。
Closed forms for the distribution of some conventional statistics are given as a prelude to deriving their asymptotic power functions as unit root tests. In the process, an important distinction is drawn between two classes of statistics: one which relies on deterministic normalizations and the other which uses stochastic normalizations. When the data follow a driftless autoregression, a t test (which belongs to the second class) for a unit root is found to perform better than the other tests in small to moderate effective samples.