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Critical values of the augmented fractional Dickey–Fuller test
Sephton, Peter - In: Empirical Economics 35 (2008) 3, pp. 437-450
Persistent link: https://www.econbiz.de/10005166619
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Critical values for the augmented efficient Wald test for fractional unit roots
Sephton, Peter - In: Empirical Economics 37 (2009) 3, pp. 615-626
Persistent link: https://www.econbiz.de/10008467037