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Subsampling Unit Root Tests for Heavy-Tailed Observations

✍ Scribed by Agnieszka Jach; Piotr Kokoszka

Book ID: 111598480
Publisher: Springer US
Year: 2004
Tongue: English
Weight: 248 KB
Volume: 6
Category: Article
ISSN: 1387-5841
DOI: 10.1023/b:mcap.0000012416.28866.c5

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