GLS-based unit root tests for bounded processes
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Publication:2442390
DOI10.1016/j.econlet.2013.04.016zbMath1284.62521OpenAlexW2082399316MaRDI QIDQ2442390
María Dolores Gadea, Josep Lluís Carrion-i-Silvestre
Publication date: 3 April 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/2445/57608
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: hypothesis testing (62M07)
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Cites Work
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