A simple modification to improve the finite sample properties of Ng and Perron's unit root tests
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Publication:1929806
DOI10.1016/j.econlet.2006.06.009zbMath1255.62277OpenAlexW2065875419MaRDI QIDQ1929806
Publication date: 9 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2006.06.009
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