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Unit-root Tests Based on Forward and Reverse Dickey–Fuller Regressions
Otero, Jesús, Baum, Christopher F.Volume:
18
Language:
english
Journal:
The Stata Journal: Promoting communications on statistics and Stata
DOI:
10.1177/1536867x1801800103
Date:
March, 2018
File:
PDF, 170 KB
english, 2018