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A state space canonical form for unit root processes
Bauer, Dietmar; Wagner, Martin - In: Econometric theory 28 (2012) 6, pp. 1313-1349
Persistent link: https://www.econbiz.de/10009743172
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A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J.; Wagner, Martin - In: Econometric theory 29 (2013) 3, pp. 609-628
Persistent link: https://www.econbiz.de/10009778503