On the distributions of Augmented Dickey-Fuller statistics in processes with moving average components
| Year of publication: |
1999
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|---|---|
| Authors: | Galbraith, J. ; Zinde-Walsh, V. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 93.1999, 1, p. 25-48
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