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英文文献：Testing for Unit Roots with Stationary Covariates-检验单位根与平稳协变量
英文文献作者：Graham Elliott,Michael Jansson
英文文献摘要：
We derive the family of tests for a unit root with maximal power against a point alternative when an arbitrary number of stationary covariates are modeled with the potentially integrated series. We show that very large power gains are available when such covariates are available. We then derive tests which are simple to construct (involving the running of vector autoregressions) and achieve at a point the power envelopes derived under very general conditions. These tests have excellent properties in small samples. We also show that these are obvious and internally consistent tests to run when identifying structural VAR's using long run restrictions.
当任意数目的平稳协变量用潜在积分级数建模时，我们推出了对点备选项具有最大幂的单位根的检验族。我们表明，非常大的功率增益可用时，这些协变量是可用的。然后，我们推出了易于构造的测试(包括向量自回归的运行)，并在某一点上实现了在非常一般的条件下导出的功率包络。这些测试在小样品中具有优异的性能。我们还表明，当识别使用长期限制的结构性VAR时，这些是明显的和内部一致的测试。
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