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LM-type tests for idiosyncratic and common unit roots in the exact factor model with AR(1) dynamics
Solberger, Martin
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Zhou, Xingwu
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2013
Persistent link: https://www.econbiz.de/10010199464
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A lagrange multiplier-type test for idiosyncratic unit roots in the exact factor model under misspecification
Zhou, Xingwu
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Solberger, Martin
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2013
Persistent link: https://www.econbiz.de/10010199465
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