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"The sensitivity of unit root tests to the initial condition and to the lag ..."
Hugo Pérez-Vicente, María Isabel Ayuda, Antonio Aznar (2021)
- Hugo Pérez-Vicente, María Isabel Ayuda, Antonio Aznar:
The sensitivity of unit root tests to the initial condition and to the lag length selection: A Monte Carlo Simulation Study. Commun. Stat. Simul. Comput. 50(4): 1062-1072 (2021)
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