Size distortion of asymmetric unit root tests in the presence of level shifts
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Publication:4673857
DOI10.1080/00949650310001602149zbMath1060.62095MaRDI QIDQ4673857
Publication date: 9 May 2005
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949650310001602149
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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