LM tests for unit roots in the presence of missing observations: Small sample evidence (Q1299890)

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LM tests for unit roots in the presence of missing observations: Small sample evidence
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    LM tests for unit roots in the presence of missing observations: Small sample evidence (English)
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    16 September 1999
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    Lagrange multiplier test
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    Monte Carlo simulation
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    serial correlation
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    stationarity
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    unit roots
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    missing observations
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