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Modified unit root tests and momentum threshold autoregressive processes / Steve Cook

Statistics & Probability Letters, Volume: 64, Issue: 1

Swansea University Author: Steve Cook

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Published in: Statistics & Probability Letters
ISSN: 0167-7152
Published: 2003
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URI: https://cronfa.swan.ac.uk/Record/cronfa15339
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College: School of Management
Issue: 1
End Page: 88