On the stability of the unit root test (Q427976)

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scientific article; zbMATH DE number 6047608
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On the stability of the unit root test
scientific article; zbMATH DE number 6047608

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    On the stability of the unit root test (English)
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    18 June 2012
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    autoregressive model
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    Dickey-Fuller test
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    posterior odds
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    power
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