Bootstrap-based unit root tests for higher order autoregressive models with GARCH(1, 1) errors
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Publication:5221513
DOI10.1080/00949655.2016.1146720OpenAlexW2463214582MaRDI QIDQ5221513
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Publication date: 1 April 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2016.1146720
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