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Agricultural and Food Economics

Table 2 The SADF and GSADF tests

From: Are there bubbles in the vanilla price?

VNL price

SADF

GSADF

16.971***

19.201***

Critical value

90%

0.938

1.905

95%

1.168

2.247

99%

1.662

2.721

  1. ***shows significance at the 1% level
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