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Behaviour of the standard and symmetric Dickey–Fuller-type...

Behaviour of the standard and symmetric Dickey–Fuller-type tests when there is a break under the null hypothesis

Stephen J. Leybourne, Paul Newbold
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Volume:
3
Year:
2000
Language:
english
Pages:
15
DOI:
10.1111/1368-423x.00036
File:
PDF, 222 KB
english, 2000
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