The Asymptotic Size and Power of the Augmented Dickey-Fuller Test for a Unit Root
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Keywords
Social and Behavioral Sciences; Autoregressive Representation; Hypothesis Testing; Integrated Series; Unit Root;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2014-02-02 (Econometrics)
- NEP-ETS-2014-02-02 (Econometric Time Series)
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