Journal of International Money and Finance · 1999 · 86 citations · 13 references
BusinessBusiness EconomicsEconomicsEconometricsInternational EconomicsInternational FinanceAsset Pricing EmpiricsForeign Exchange MarketsInternational Financial IntegrationInternational Financial MarketsMarket AnomaliesError Correction MechanismsNoise-corrected EstimationPrice Setting Behavior
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Testing for a unit root in time series regression
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