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Unit-roots test for time-series data with a linear time trend

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  • Said, Said E.
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-48GMK33-8/2/a5fa58ce7ca54489f2ba17f4e726a7d8
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 47 (1991)
    Issue (Month): 2-3 (February)
    Pages: 285-303

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    Handle: RePEc:eee:econom:v:47:y:1991:i:2-3:p:285-303

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. 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.
    2. Luukkonen, Ritva & Saikkonen, Pentti, 1996. "Power of the Lagrange multiplier test for testing an autoregressive unit root," Economics Letters, Elsevier, vol. 51(1), pages 27-35, April.
    3. Bierens, Herman J., 1997. "Testing the unit root with drift hypothesis against nonlinear trend stationarity, with an application to the US price level and interest rate," Journal of Econometrics, Elsevier, vol. 81(1), pages 29-64, November.
    4. Barry E. Jones & Travis D. Nesmith, 1999. "Tests for non-linear dynamics in systems of non-stationary economic time series: the case of short-term US interest rates," Finance and Economics Discussion Series 1999-55, Board of Governors of the Federal Reserve System (U.S.).

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