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More Powerful LM Unit Root Tests with Non-normal Errors

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References

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1996The Long-Run Relationship between Nominal Interest Rates and Inflation: The Fisher Equation Revisited311 cited

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1997

Testing for Unit Roots with Breaks: Evidence on the Great Crash and the Unit Root Hypothesis Reconsidered

235 cited

1995An LM Test for a Unit Root in the Presence of a Structural Change228 cited

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