Consistency of the KPSS unit root test against fractionally integrated alternative
Year of publication: |
1997
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Authors: | Lee, H.S. ; Amsler, C. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 55.1997, 2, p. 151-160
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