On the power of modified Kapetanios-Snell-Shin (KSS) tests.

Jen-Jen Su, Wai-Kong Cheung, Astrophel Choo

Research output: Contribution to journalArticlepeer-review


This paper investigates if the recursive detrending method that works well for linear unit root tests also provides good outcomes for nonlinear unit root tests. It is found that the method improves the power of the nonlinear test when only a non-trending mean needs to be removed. The test, however, is no longer performing well if removal of a deterministic trend is required.

Original languageEnglish
Pages (from-to)2028-2036
Number of pages9
JournalEconomics Bulletin
Issue number3
Publication statusPublished - 2010


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