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Testing the null hypothesis of stationarity against the alternative of a unit root : how sure are we that economic time series have a unit root?
Kwiatkowski, Denis E.
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Phillips, Peter C. B.
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Schmidt, Peter
-
1991
Persistent link: https://www.econbiz.de/10000828125
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Testing for a unit root in the presence of deterministic trends
Schmidt, Peter
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Phillips, Peter C. B.
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1989
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Rev.
Persistent link: https://www.econbiz.de/10000791222
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