Testing of unit root and other nonstationary hypotheses in macroeconomic time series

Luis Gil-Alana and Peter Robinson

Journal of Econometrics, 1997, vol. 80, issue 2, 241-268

Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:80:y:1997:i:2:p:241-268

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