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- W2081211075 abstract "Abstract. This paper describes artificial neural network based pure significance tests for the unit root hypothesis against nonlinear alternatives. The theoretical properties of the tests are discussed and a Monte Carlo investigation of their small sample properties is undertaken." @default.
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- W2081211075 title "Pure Significance Tests of the Unit Root Hypothesis Against Nonlinear Alternatives" @default.
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- W2081211075 doi "https://doi.org/10.1111/1467-9892.00306" @default.
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