Relative Power of t Type Tests of Stationary and Unit Root Processes
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Bibliographic InfoPaper provided by Boston University - Department of Economics in its series Papers with number 36.
Length: 11 pages
Date of creation: 1995
Date of revision:
UNIT ROOTS; TESTS;
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- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models &bull Diffusion Processes
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- Jürgen Wolters & Uwe Hassler, 2006.
"Unit root testing,"
AStA Advances in Statistical Analysis,
Springer, vol. 90(1), pages 43-58, March.
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