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Testing for near I (2) trends when the signal to noise ratio is small
Katarina Juselius
Department of Economics
8
Citations (Scopus)
767
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Dive into the research topics of 'Testing for near I (2) trends when the signal to noise ratio is small'. Together they form a unique fingerprint.
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Keyphrases
I(2)
100%
Signal-to-noise Ratio
100%
Macroeconomic Time Series
50%
Double Unit Roots
50%
Trace Test
50%
Exchange Rate
50%
Dickey-Fuller Test
50%
Integration Level
50%