Pitfalls and Opportunities: What Macroeconomists Should Know About Unit Roots
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This paper is an introduction to unit root econometrics as applied in macroeconomics. The paper first discusses univariate time series analysis, emphasizing the following topics: alternative representations of unit root processes, unit root testing procedures, the power of unit root tests, and the
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美国国家经济研究局创建时间：
1991-04-01
