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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07/03, University of Nottingham, Granger Centre for Time Series Econometrics.
- Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition," Econometric Theory, Cambridge University Press, vol. 25(03), pages 587-636, June.
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