The robustness of modified unit root tests in the presence of GARCH (Q3437390): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The robustness of modified unit root tests in the presence of GARCH |
scientific article |
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The robustness of modified unit root tests in the presence of GARCH (English)
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9 May 2007
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GARCH
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unit root tests
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size distortion
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