Semiparametric Power Envelopes for Tests of the Unit Root Hypothesis
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Publication:3535759
DOI10.3982/ECTA6113zbMath1152.91713MaRDI QIDQ3535759
Publication date: 14 November 2008
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta6113
62P05: Applications of statistics to actuarial sciences and financial mathematics
91B82: Statistical methods; economic indices and measures
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