PDF-AN ADF COEFFICIENT TEST FOR A UNIT ROOT IN ARMA MODELS OF UNKNOWN ORDER WITH EMPIRICAL APPLICATIONS TO THE US ECONOMY BY ZHIJIE XIAO and PETER C
B PHILLIPS COWLES FOUNDATION PAPER NO 1105 COWLES FOUNDATION FOR RESEARCH IN ECONOMICS YALE UNIVERSITY Box 208281 New Haven Connecticut 065208281 2005 httpcowlesecon
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