Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (Q3394107)
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English | Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples |
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Assessing and Improving the Performance of Nearly Efficient Unit Root Tests in Small Samples (English)
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28 August 2009
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GLS detrending
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power loss
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recursive detrending
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