On the asymptotics of ADF tests for unit roots
Year of publication: |
2002
|
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Authors: | Chang, Yoosoon ; Park, Joon Y. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 21.2002, 4, p. 431-447
|
Subject: | Einheitswurzeltest | Unit root test | Theorie | Theory |
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