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Model specification, observational equivalence and performance of unit root tests. (2008). Zaman, Asad ; Rehman, Atiq.
In: MPRA Paper.
RePEc:pra:mprapa:13489.

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  1. ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series. (2021). Rehman, Atiq ; Bhatti, Muhammad ; Khan, Saud Ahmad ; Ghouse, Ghulam ; Ur, Atiq.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:22:p:2839-:d:675477.

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  2. ARDL model as a remedy for spurious regression: problems, performance and prospectus. (2018). Rehman, Atiq ; Ghouse, Ghulam ; Khan, Saud Ahmed.
    In: MPRA Paper.
    RePEc:pra:mprapa:83973.

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References

References cited by this document

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  10. Enders, W. (2004). Applied Econometric Time Series, Second Edition. John Wiley & Sons, United States.
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  11. Hamilton J. D. (1994). Time Series Analysis. Princeton University Press, Princeton, New Jersey.
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  21. Scott, H. R. and Hatemi-J. A. (2006). The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing.

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