Unit root tests with a break in innovation variance
Year of publication: |
2002
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Authors: | Kim, Tae-Hwan ; Leybourne, Stephen ; Newbold, Paul |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 109.2002, 2, p. 365-387
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Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
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