Critical values for testing a unit root in finite samples from the MA(1)
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DOI: 10.1080/13504850500426202
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- Tanaka, Katsuto, 1990. "Testing for a Moving Average Unit Root," Econometric Theory, Cambridge University Press, vol. 6(4), pages 433-444, December.
- Davis, Richard A. & Dunsmuir, William T.M., 1996. "Maximum Likelihood Estimation for MA(1) Processes with a Root on or near the Unit Circle," Econometric Theory, Cambridge University Press, vol. 12(1), pages 1-29, March.
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