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A momentum-threshold autoregressive unit root test with increased power

Steve Cook Orcid Logo

Statistics & Probability Letters, Volume: 67, Issue: 4

Swansea University Author: Steve Cook Orcid Logo

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Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2004
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College: Faculty of Humanities and Social Sciences
Issue: 4
End Page: 310