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On Testing for a Unit Root in the Presence of Additive Outliers


  • Vogelsang, T.J.


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Suggested Citation

  • Vogelsang, T.J., 1994. "On Testing for a Unit Root in the Presence of Additive Outliers," Papers 94-30, Cornell - Department of Economics.
  • Handle: RePEc:fth:cornel:94-30

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    References listed on IDEAS

    1. Schmeidler, David, 1980. "Walrasian Analysis via Strategic Outcome Functions," Econometrica, Econometric Society, vol. 48(7), pages 1585-1593, November.
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    Cited by:

    1. Wing Yuk, 2005. "Government Size and Economic Growth: Time-Series Evidence for the United Kingdom, 1830-1993," Econometrics Working Papers 0501, Department of Economics, University of Victoria.
    2. Ng, Serena & Perron, Pierre, 1997. "Estimation and inference in nearly unbalanced nearly cointegrated systems," Journal of Econometrics, Elsevier, vol. 79(1), pages 53-81, July.
    3. Alexeev, Vitali & Maynard, Alex, 2012. "Localized level crossing random walk test robust to the presence of structural breaks," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3322-3344.
    4. Jean-François Goux, 2010. "Une approche déterministe du taux de change euro-dollar," Économie et Prévision, Programme National Persée, vol. 195(4), pages 35-51.

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    unit roots ; econometrics;


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