EFDFÉcole Française de Décoration Florale (French: French School of Floral Decoration)
EFDFEuropean Flying Disc Federation
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Their simulation results suggest that the efficient Wald test (henceforth the EFDF [efficient fractional Dickey-Fuller] test) is somewhat oversized, perhaps as a result of the pre-estimation of the fractional differencing parameter and the associated increase in sampling variation.
In the derivation of their results, Lobato and Velasco (2007) exclude deterministics in the data-generating process, leading Dolado, Gonzalo, and Mayoral (2008) to extend the EFDF test to allow for deterministic trends.
EFDF Tests: Unit Root versus Fractional Alternative Constant Simulated 5% Test Lag Critical Value Alabama 0.