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January 1, 1988Biometrika

Testing for a unit root in time series regression

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Authors

PPPeter C.B. PhillipsUniversity of AucklandPPPierre PerrónBoston University

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Phillips et al. (1988) studied this question.

synapsesocial.com/papers/69b2da3d489319db0dbabc3ehttps://doi.org/10.1093/biomet/75.2.335
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