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~isPartOf:"CREATES Research Paper"
~person:"Jansson, Michael"
~person:"Narayan, Paresh Kumar"
~source:"econis"
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Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Jansson, Michael
-
2009
admitting a (quasi-)likelihood ratio interpretation. We show that the likelihood ratio
unit
root
test
derived in a Gaussian AR(1 …
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