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Unit root tests with level shift in the presence of GARCH

✍ Scribed by Alain Hecq

Book ID: 116102129
Publisher: Elsevier Science
Year: 1995
Tongue: English
Weight: 357 KB
Volume: 49
Category: Article
ISSN: 0165-1765
DOI: 10.1016/0165-1765(95)00654-x

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