A finite-sample sensitivity analysis of the Dickey-Fuller test under local-to-unity detrending
Year of publication: |
2006
|
---|---|
Authors: | Cook, Steven |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 33.2006, 2, p. 233-240
|
Publisher: |
Taylor & Francis Journals |
Subject: | Dickey-Fuller test | unit roots | local-to-unity detrending | savings ratio |
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