The power problems of unit root test in time series with autoregressive errors

Journal of Econometrics - Tập 53 Số 1-3 - Trang 323-343 - 1992
David N. DeJong1, John C. Nankervis2, N. E. Savin3, Charles H. Whiteman3
1The University of Pittsburgh, Pittsburgh, PA, 15260, USA
2City of London Polytechnic, London EC2M 6SQ, England
3The University of Iowa, Iowa City, IA 52246, USA.

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Tài liệu tham khảo

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