The flexible Fourier form and Dickey–Fuller type unit root tests
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More about this item
KeywordsNeglected nonlinearity; Fourier approximation; Unit root;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- E4 - Macroeconomics and Monetary Economics - - Money and Interest Rates
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