Testing for Unit Roots with Stationary Covariates

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How researchers see this paper

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Small sample confidence intervals for multivariate impulse response functions at long horizons (2006, methodology): “in Elliott and Jansson (2003) , R 2 is an important nuisance parameter that affects”
Optimal Power for Testing Potential Cointegrating Vectors With Known Parameters for Nonstationarity (2004, methodology): “Overall, the Elliott and Jansson (2003) test is worse in terms of size performance than the CADF test.”
Improving Size and Power in Unit Root Testing (2005, background): “In contrast, the point optimal tests of Elliott and Jansson (2003) are “nearly efficient” in the presence of deterministic components.”
More Powerful Unit Root Tests with Non-normal Errors (2014, unknown): “It seems promising to consider some extensions of our tests using di¤erent detrending methods, as in Elliott and Jansson (2003) and others.”
A Simple Panel-CADF Test for Unit Roots (2013, unknown): “In fact, Elliott and Jansson (2003) show that Hansen’s CADF test is not the point optimal test in general, and that feasible point optimal tests based on VAR models can be derived.”