urca: Unit root and cointegration tests for time series data. Unit root and cointegration tests encountered in applied econometric analysis are implemented.
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References in zbMATH (referenced in 7 articles )
Showing results 1 to 7 of 7.
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- Zhang, Ying; Yu, Hao; McLeod, A. Ian: Developments in maximum likelihood unit root tests (2013)
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