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Statement by Editors of Econometrica, Quantitative Economics and Theoretical Economics regarding Paper Length

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Econometrica: Jan 1999, Volume 67, Issue 1

Submission of Manuscripts to the Econometric Society Monograph Series

https://doi.org/10.1111/1468-0262.00016
p. 220


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Supplemental Material

Supplement to "Nearly Efficient Likelihood Ratio Tests of the Unit Root Hypothesis"

This appendix contains Monte Carlo simulations to assess the finite sample properties of the likelihood ratio test in the manuscript.

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