A strategy for testing the unit root in AR (1) model with interceptept. A Monte Carlo experiment

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Author
Roldán Casas, José Ángel
Dios Palomares, Rafaela
Publisher
Fundación Centro de Estudios Andaluces
Date
2004
Subject
Unit root
Non-similarity
Dickey-Fuller tests
Monte Carlo simulations
Empirical size
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URI
http://hdl.handle.net/10396/11487
Fuente
Documento de Trabajo E2004/37
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