A Simple Approach to the Statistical Inference in Linear Time Series Models Which May Have Some Unit Roots

Taku Yamamoto

Hitotsubashi Journal of Economics, 1996, vol. 37, issue 2, 87-100

Date: 1996
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Persistent link: https://EconPapers.repec.org/RePEc:hit:hitjec:v:37:y:1996:i:2:p:87-100

DOI: 10.15057/7745

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