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Correcting size distortion of the Dickey–Fuller test via recursive mean adjustment

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 60, Issue: 1

Swansea University Author: Steve Cook Orcid Logo

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Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2002
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URI: https://cronfa.swan.ac.uk/Record/cronfa15338
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College: School of Management
Issue: 1
End Page: 79