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Unit-Root Tests and Asymmetric Adjustment with an Example Using the Term Structure of Interest Rates

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Author Info
Walter Enders
C. W.J. Granger

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File URL: ftp://weber.ucsd.edu/pub/econlib/dpapers/ucsd9627.ps.gz
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Paper provided by Department of Economics, UC San Diego in its series University of California at San Diego, Economics Working Paper Series with number 96-27.

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Date of creation: Aug 1996
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Handle: RePEc:cdl:ucsdec:96-27

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This page was last updated on 2009-11-17.


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