On tests for double differencing : methods of demeaning and detrending and the role of initial values
Year of publication: |
2004
|
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Authors: | Rodrigues, Paulo M. M. ; Taylor, Robert |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 1, p. 95-115
|
Subject: | Einheitswurzeltest | Unit root test |
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