Unit Root Tests under Time-Varying Variances
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Publication:3157845
DOI10.1081/ETC-200028215zbMath1133.62350OpenAlexW2073749196MaRDI QIDQ3157845
Publication date: 19 January 2005
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1081/etc-200028215
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Central limit and other weak theorems (60F05)
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