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Symmetric Test for Second Differencing in Univariate Time Series

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Author Info
Sen, D L
Dickey, David A

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Abstract

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Publisher Info
Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 5 (1987)
Issue (Month): 4 (October)
Pages: 463-73
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Handle: RePEc:bes:jnlbes:v:5:y:1987:i:4:p:463-73

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  1. O. Holtemöller, . "Money and Prices: An I(2) Analysis for the Euro Area," Sonderforschungsbereich 373 2002-12, Humboldt Universitaet Berlin.
  2. Ismael S‡nchez, 1998. "Testing for Unit Roots with Prediction Errors," University of California at San Diego, Economics Working Paper Series 98-21, Department of Economics, UC San Diego. [Downloadable!]
  3. Niels Haldrup & Peter Lildholdt, . "Local Power Functions of Tests for Double Unit Roots," Economics Working Papers 2000-2, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
  4. María del Mar Sánchez de la Vega & Arielle Beyaert, 1994. "Los contrastes de raiz unitaria: una panorámica," Estudios de Economía Aplicada, Estudios de Economía Aplicada, vol. 1, pages 109-154, Junio. [Downloadable!] (restricted)
  5. Niels Haldrup & Peter Lildholdt, . "On the Robustness of Unit Root Tests in the Presence of Double Unit Roots," Economics Working Papers 2000-1, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:
  6. Ismael Sanchez, 1998. "Testing for Unit Roots with Prediction Errors," University of California at San Diego, Economics Working Paper Series 1998-21, Department of Economics, UC San Diego. [Downloadable!]
  7. Dong Shin & Man-Suk Oh, 2003. "Tests for the order of integration against higher order integration," Statistical Papers, Springer, vol. 44(3), pages 383-396, July. [Downloadable!] (restricted)
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This page was last updated on 2009-12-19.


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