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A note on bootstrapping unit root tests in the presence of a non-zero drift

✍ Scribed by Noud P.A. van Giersbergen

Book ID: 117332402
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 65 KB
Volume: 78
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(02)00226-4

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