An outlier robust unit root test with an application to the extended Nelson-Plosser data (Q1347098)

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An outlier robust unit root test with an application to the extended Nelson-Plosser data
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    An outlier robust unit root test with an application to the extended Nelson-Plosser data (English)
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    2 April 1995
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    unit root tests
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    robust estimators
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    high breakdown point
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    high efficiency
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    asymptotic distribution
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    Dickey-Fuller test
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    additive outliers
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    innovative outliers
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