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Board of Governors of the Federal Reserve System (U.S.)
Finance and Economics Discussion Series
On the power of Dickey-Fuller tests against fractional alternatives
Francis X. Diebold
Glenn D. Rudebusch
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Francis X. Diebold & Glenn D. Rudebusch, On the power of Dickey-Fuller tests against fractional alternatives, Board of Governors of the Federal Reserve System (U.S.), Finance and Economics Discussion Series 119, 1990.
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Keywords: Macroeconomics ; Time-series analysis
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