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~isPartOf:"Cege discussion paper"
~person:"Andersen, Torben"
~person:"Christoffersen, Peter F."
~person:"Gupta, Rangan"
~person:"Herwartz, Helmut"
~person:"Härdle, Wolfgang"
~person:"Medeiros, Marcelo C."
~subject:"ARCH model"
~subject:"ARCH-Modell"
~subject:"Measurement"
~subject:"Monte-Carlo-Simulation"
~subject:"Theorie"
~subject:"United States"
~type_genre:"Systematic review"
~type_genre:"Working Paper"
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Heteroskedasticity-robust unit root testing for trending panels
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
-
2017
have proposed PURTs that are pivotal in the presence of
volatility
shifts. The applicability of these tests, however, has …
Persistent link: https://www.econbiz.de/10011665040
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