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Testing for a unit root in time series regression |
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| Authors: | PHILLIPS PETER C B; PERRON PIERRE |
| Institution: | Cowles Foundation for Research in Economics, Yale University Yale Station, New Haven, Connecticut 06520, U.S.A. D?partement des Sciences Economiques, Universit? de Montreal Montr?al, Qu?bec, Canada H3C 3J7 |
| Abstract: | |
| Keywords: | Brownian motion Noncentral distribution Time series Unit root Weak convergence |
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