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Wald Tests of I(1) Against I(D) Alternatives: Some New Properties and an Extension to Processes with Trending Components

Wald Tests of I(1) Against I(D) Alternatives: Some New Properties and an Extension to Processes with Trending Components

Authors: Juan J. Dolado, Jesús Gonzalo and Laura Mayoral.
Studies in Nonlinear Dynamics and Econometrics
Vol. 12 , No 4 ,Art. Num. 1, December, 2015.

DOI: -

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