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Finite-sample properties of modified unit root tests in the presence structural change

Steve Cook Orcid Logo

Applied Mathematics and Computation, Volume: 149, Issue: 3

Swansea University Author: Steve Cook Orcid Logo

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Published in: Applied Mathematics and Computation
ISSN: 0096-3003
Published: 2004
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College: Faculty of Humanities and Social Sciences
Issue: 3
End Page: 640