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Evidence of ARCH(1) Errors in the Context of Spurious Regressions.. Communications in Statistics - Simulation and Computation, 38 (9): 1803-1810 (2009)Adventures with ARIMA software, , and . International Journal of Forecasting, 10 (4): 573--581 (December 1994)The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag, and . Economics Letters, 52 (3): 229--234 (September 1996)