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"Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test ..."

Steven Cook (2008)

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DOI: 10.1080/03610910701779726

access: closed

type: Journal Article

metadata version: 2020-05-10

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Steven Cook:
Maximum Likelihood Unit Root Testing in the Presence of GARCH: A New Test with Increased Power. Commun. Stat. Simul. Comput. 37(4): 756-765 (2008)

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