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AN ADF COEFFICIENT TEST FOR A UNIT ROOT IN ARMA MODELS OF UNKNOWN ORDER WITH EMPIRICAL AN ADF COEFFICIENT TEST FOR A UNIT ROOT IN ARMA MODELS OF UNKNOWN ORDER WITH EMPIRICAL

AN ADF COEFFICIENT TEST FOR A UNIT ROOT IN ARMA MODELS OF UNKNOWN ORDER WITH EMPIRICAL - PDF document

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Uploaded On 2015-01-18

AN ADF COEFFICIENT TEST FOR A UNIT ROOT IN ARMA MODELS OF UNKNOWN ORDER WITH EMPIRICAL - PPT Presentation

B PHILLIPS COWLES FOUNDATION PAPER NO 1105 COWLES FOUNDATION FOR RESEARCH IN ECONOMICS YALE UNIVERSITY Box 208281 New Haven Connecticut 065208281 2005 httpcowlesecon yaleedu brPage 2br Econometrics Journal 1998 volume pp 2743 An ADF coef64257cient ID: 32836

PHILLIPS COWLES FOUNDATION

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