A time series paradox: Unit root tests perform poorly when...

A time series paradox: Unit root tests perform poorly when data are cointegrated

Reed, W. Robert, Smith, Aaron
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Volume:
151
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2016.12.005
Date:
February, 2017
File:
PDF, 542 KB
english, 2017
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