Testing for Serial Correlation and Unit Roots Using a Computer Function Routine Bases on ERA's
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Note: CFP 642.
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References listed on IDEAS
- Phillips, Peter C B, 1983.
"ERAs: A New Approach to Small Sample Theory,"
Econometrica, Econometric Society, vol. 51(5), pages 1505-1525, September.
- Peter C.B. Phillips, 1982. "ERA's: A New Approach to Small Sample Theory," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.
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- Peter C.B. Phillips, 1981. "Marginal Densities of Instrumental Variable Estimators in the General Single Equation Case," Cowles Foundation Discussion Papers 609, Cowles Foundation for Research in Economics, Yale University.
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Keywords
Rational approximation; serial correlation; computer function routines; critical values;All these keywords.
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