Covariate unit root tests with good size and power (Q1927093)

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scientific article; zbMATH DE number 6119739
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English
Covariate unit root tests with good size and power
scientific article; zbMATH DE number 6119739

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    Covariate unit root tests with good size and power (English)
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    30 December 2012
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    unit root test
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    truncation lag
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    information criteria
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    vector autoregression
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