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Testing for PPP: the erratic behaviour of unit root tests

✍ Scribed by Guglielmo Maria Caporale; Nikitas Pittis; Panayiotis Sakellis

Book ID: 117332534
Publisher: Elsevier Science
Year: 2003
Tongue: English
Weight: 122 KB
Volume: 80
Category: Article
ISSN: 0165-1765
DOI: 10.1016/s0165-1765(03)00090-9

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