An optimal test against a random walk component in a non-orthogonal unobserved components model
| Year of publication: |
2002
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|---|---|
| Authors: | Bailey, R.W. ; Taylor, A.M.R. |
| Published in: |
The econometrics journal. - Oxford [u.a.] : Wiley-Blackwell, ISSN 1368-4221, ZDB-ID 14122650. - Vol. 5.2002, 2, p. 20-34
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