Examination of Some More Powerful Modifications of the Dickey–Fuller Test
研究了五种改进的Dickey-Fuller单位根检验的大样本性质，以及这五种加上六种混合检验的小样本性质，推荐了两种检验方法。
Abstract. Although the t ‐ratio variant of the Dickey–Fuller test is the most commonly applied unit‐root test in practical applications, it has been known for some time that readily implementable, more powerful modifications are available. We explore the large‐sample properties of five of these modified tests, and the small‐sample properties of these five plus six hybrids. As a result of this study we recommend two particular test procedures.