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Size and power properties of powerful unit root tests in the presence of variance breaks

Steve Cook Orcid Logo

Physica A: Statistical Mechanics and its Applications, Volume: 317, Issue: 3-4

Swansea University Author: Steve Cook Orcid Logo

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Published in: Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Published: 2003
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College: Faculty of Humanities and Social Sciences
Issue: 3-4
End Page: 448