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The effect of additive outliers on a fractional unit root test

Bibliographic reference Hafner, Christian ; Premiger, Arie. The effect of additive outliers on a fractional unit root test. In: A St A - Advances in Statistical Analysis, Vol. 100, no. 4, p. 401-420 (2016)
Permanent URL http://hdl.handle.net/2078.1/171467
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