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~source:"repec"
~subject:"Brownian motion"
~type:"book"
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Search: subject:"Dickey-Fuller test"
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Dickey-Fuller Type of Tests against Nonlinear Dynamic Models
He, Changli
;
Sandberg, Rickard
-
Economics Institute for Research (SIR), …
-
2005
Perron, and is found to be superior in terms of power. JEL classi�cation: C12; C22; C52 Key words:
Dickey-Fuller
test
; LSTAR …
Persistent link: https://www.econbiz.de/10005190836
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