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Unit roots, exogeneity, and persistence : a critical overview

Guglielmo Maria Caporale and Nikitis Pittis
Year of publication:
1997
Authors: Caporale, Guglielmo Maria ; Pittis, Nikitis
Publisher: London : Centre for Economic Forecasting
Subject: Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory
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