Unusual behaviour of Dickey-Fuller tests in the presence of trend mis-specification
Year of publication: |
2002-05-17
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Authors: | Cook, Steven ; Manning, Neil |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 3.2002, 8, p. 1-7
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Publisher: |
AccessEcon |
Subject: | DF test |
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