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Specification sensitivities in the Markov-switching unit root test for bubbles

✍ Scribed by Shu-Ping Shi

Book ID: 120743946
Publisher: Springer-Verlag
Year: 2012
Tongue: English
Weight: 565 KB
Volume: 45
Category: Article
ISSN: 0377-7332
DOI: 10.1007/s00181-012-0635-8

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