Method evidence record

DF-GLS Test

The DF-GLS test, introduced by Elliott, Rothenberg, and Stock (1996), is a modified augmented Dickey-Fuller procedure that applies generalized least squares (GLS) detrending before the standard unit-root regression. By removing deterministic components under a local alternative rather than the null hypothesis, the test achieves near-optimal power for detecting stationarity in time series, making it the preferred unit-root test in applied econometrics when a trend or intercept is present.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Dickey-Fuller GLS (ERS) Unit-Root Test

Taxonomic method record · hypothesis-test / econometrics

Elliott, G., Rothenberg, T. J., & Stock, J. H. (1996). Efficient tests for an autoregressive unit root. Econometrica, 64(4), 813–836. · DOI 10.2307/2171846

Open full method

Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

This view does not invent a claim assessment when the ledger has none.

Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Used in the same domainAugmented Dickey-Fuller Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketERS Point-Optimal Testmachine-suggested · Relational suggestion, not evidence.Used in the same domainKPSS Testmachine-suggested · Relational suggestion, not evidence.