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Supplemental material - September 2012 Volume 80 Issue 5
Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis
Michael Jansson
Morten Ørregaard Nielsen
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Simulations
;
Simulations
- Supplement to "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis"
Michael Jansson and Morten Ørregaard Nielsen
Description:
This appendix contains Monte Carlo simulations to assess the finite sample properties of the likelihood ratio test in the manuscript.
View the file (pdf file format)
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