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"Sample size, lag order and critical values of seasonal unit root tests."

David I. Harvey, Dick van Dijk (2006)

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DOI: 10.1016/J.CSDA.2005.04.011

access: closed

type: Journal Article

metadata version: 2020-02-18

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David I. Harvey, Dick van Dijk:
Sample size, lag order and critical values of seasonal unit root tests. Comput. Stat. Data Anal. 50(10): 2734-2751 (2006)

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