Finite sample effects of pure seasonal mean shifts on Dickey-Fuller tests a simulation study

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Veröffentlicht in:Manchester School of Economic Studies The Manchester School
1. Verfasser: Lopes, Artur C. B. da Silva (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2008
Schlagworte:
Einheitswurzeltest > Zeitreihenanalyse > Saisonale Schwankungen > Simulation > Aufsatz in Zeitschrift
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