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Modified Stationarity Tests With Data-Dependent Model-Selection Rules

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References

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2001Trend-stationarity, difference-stationarity, or neither: further diagnostic tests with an application to U.S. Real GNP, 1875–199325 cited

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2003Size and Power of Tests for Stationarity in Highly Autocorrelated Time Series20 cited

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1998ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT13 cited