Geodesic
Unit root test in the presence of a single additive outlier small sample case
Discussiones Mathematicae. Probability and Statistics, Tome 21 (2001) no. 2, pp. 89-97

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The one sided unit root test of a first-order autoregressive model in the presence of an additive outlier is considered. In this paper, we present a formula to compute the size and the power of the test when an AO (additive outlier) occurs at a time k. A small sample case is considered only.
Keywords: autoregressive, outlier, power, size, unit root 
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     title = {Unit root test in the presence of a single additive outlier small sample case},
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Fellag, Hocine. Unit root test in the presence of a single additive outlier small sample case. Discussiones Mathematicae. Probability and Statistics, Tome 21 (2001) no. 2, pp. 89-97. http://geodesic.mathdoc.fr/item/DMPS_2001_21_2_a1/