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Unit-root testing: on the asymptotic equivalence of Dickey–Fuller with the log–log slope of a fitted autoregressive spectrum

✍ Scribed by Evangelos E. Ioannidis


Book ID
111040136
Publisher
John Wiley and Sons
Year
2010
Tongue
English
Weight
812 KB
Volume
31
Category
Article
ISSN
0143-9782

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