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A strategy for testing the unit root in AR (1) model with interceptept. A Monte Carlo experiment
dc.contributor.author | Roldán Casas, José Ángel | |
dc.contributor.author | Dios Palomares, Rafaela | |
dc.date.accessioned | 2013-12-12T09:00:12Z | |
dc.date.available | 2013-12-12T09:00:12Z | |
dc.date.issued | 2004 | |
dc.identifier.uri | http://hdl.handle.net/10396/11487 | |
dc.format.mimetype | application/pdf | es_ES |
dc.language.iso | eng | es_ES |
dc.publisher | Fundación Centro de Estudios Andaluces | es_ES |
dc.rights | https://creativecommons.org/licenses/by-nc-nd/4.0/ | es_ES |
dc.source | Documento de Trabajo E2004/37 | es_ES |
dc.subject | Unit root | es_ES |
dc.subject | Non-similarity | es_ES |
dc.subject | Dickey-Fuller tests | es_ES |
dc.subject | Monte Carlo simulations | es_ES |
dc.subject | Empirical size | es_ES |
dc.title | A strategy for testing the unit root in AR (1) model with interceptept. A Monte Carlo experiment | es_ES |
dc.type | info:eu-repo/semantics/workingPaper | es_ES |
dc.rights.accessRights | info:eu-repo/semantics/openAccess | es_ES |