Deciding Between I(1) and I(0)
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This paper proposes a class of procedures that consistently classify the stochastic component of a time series as being integrated either of order zero (l(0 or one (l(1 for general 1(0) and 1(1) processes. These procedures entail the evaluation of the asymptotic likelihoods of certain statistics
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美国国家经济研究局创建时间：
1992-06-01
