Physica A Statistical Mechanics and its Applications · 2019 · 55 citations · 49 references
Social SciencesBusiness EconomicsEconomicsFinancial EconomicsFinancial MarketsTime Series AnalysisCryptocurrency RegulationMarket AnomaliesMarket MicrostructureMarket StructureTime Series ClusteringCluster AnalysisFilteringMarket Microstructure AnalysisPrice ClusteringTransaction Filtering
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Testing for a unit root in time series regression
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