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Size and power properties of powerful unit root tests in the presence of variance breaks / Steve, Cook

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

Swansea University Author: Steve, Cook

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Published in: Physica A: Statistical Mechanics and its Applications
ISSN: 0378-4371
Published: 2003
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URI: https://cronfa.swan.ac.uk/Record/cronfa15341
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College: School of Management
Issue: 3-4
End Page: 448