Asymmetric unit root tests in the presence of innovation variance breaks : threshold versus consistent-threshold estimation
Steven Cook and Neil Manning
Year of publication: |
2003
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Authors: | Cook, Steven ; Manning, Neil |
Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 13279294. - Vol. 8.2003, 1, p. 47-58
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