Augumented Dickey-Fuller unit root tests and the use of information criteria.
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Author
Contributions
- University of Reading. Department of Economics. - Contributor
Publication
1993 - University of Reading.Department of Economics, Reading, United Kingdom
Language
English
Subjects
Series Statement
- Discussion papers in quantitative economics and computing. Series E vol.11 (1993/94) / University of Reading -- No.10
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