Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples
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Publication:3394107
DOI10.1080/07474930802467282zbMath1168.62079OpenAlexW1983343977MaRDI QIDQ3394107
Marc S. Paolella, Simon A. Broda, Kai-Uwe Carstensen
Publication date: 28 August 2009
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474930802467282
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Hypothesis testing in multivariate analysis (62H15)
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