On the power of Dickey-Fuller tests against fractional alternatives
Year of publication: |
1991
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---|---|
Authors: | Diebold, Francis X. ; Rudebusch, Glenn D. |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 35.1991, 2, p. 155-160
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Publisher: |
Elsevier |
Saved in:
Online Resource
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