Unit root test with high-frequency data
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Publication:5065460
DOI10.1017/S0266466621000098zbMATH Open1493.62612OpenAlexW3152597534MaRDI QIDQ5065460FDOQ5065460
Authors: Sébastien Laurent, Shuping Shi
Publication date: 21 March 2022
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466621000098
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