Unit root tests in the presence of uncertainty about the non-stochastic trend

By L. Ayat, P. Burridge. 2000

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Relative prices and wage inequality: evidence from Mexico (2004, methodology): “Since the unit root is rejected and the quadratic trend term is not rejected, we stop, since this test is ‘‘the only one available which is invariant to the maintained quadratic trend’’ (Ayat and Burridge, 2000, p. 78).”
Testing for Unit Roots: What Should Students Be Taught? (2001, background): “Perron (1988), Dolado, Jenkinson, and Sosvilla-Rivero (1990), Holden and Perman (1994), Enders (1995), and Ayat and Burridge (2000) propose such strategies, all of which are more complicated than we believe is necessary, particularly for students.”
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (2009, unknown): “Now, UR can yield a different outcome on the unit root hypothesis than the S2 strategy of Ayat and Burridge (2000) only 600 DAVID I. HARVEY ET AL. if DF-QDτ ≥ −2.85 and |t1| > 1.96 and DF-QDμ < −1.94; see the flowchart in Appendix C and the discussion therein.”
Estimating deterministic trends with an integrated or stationary noise component (2009, methodology): “3 Finite sample simulations This section presents results about the finite sample size and power of the test with an AR(2) error component.”
F Versus T Tests for Unit Roots (2001, background): “Monte Carlo results in the literature that indicate otherwise are shown to have resulted from the use of special starting values.”