Multiple unit root tests under uncertainty over the initial condition: some powerful modifications
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Volume (Year): 53 (2012)
Issue (Month): 3 (August)
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- Pantula, Sastry G & Gonzalez-Farias, Graciela & Fuller, Wayne A, 1994. "A Comparison of Unit-Root Test Criteria," Journal of Business & Economic Statistics, American Statistical Association, vol. 12(4), pages 449-59, October.
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