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A note on hypothesis testing based on the fully modified vector autoregression
Yamada, Hiroshi
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Economics letters
56
(
1997
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pp. 27-39
Persistent link: https://www.econbiz.de/10001226458
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The KPSS test with seasonal dummies
Phillips, Peter C.B.
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Jin, Sainan
- In:
Economics letters
77
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2002
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pp. 239-244
Persistent link: https://www.econbiz.de/10006765708
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