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Size distortion of asymmetric unit root tests in the presence of level shifts / Steve Cook, Neil Manning

Journal of Statistical Computation and Simulation, Volume: 74, Issue: 11

Swansea University Author: Steve Cook

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Published in: Journal of Statistical Computation and Simulation
ISSN: 0094-9655 1563-5163
Published: 2004
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URI: https://cronfa.swan.ac.uk/Record/cronfa15346
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College: School of Management
Issue: 11
End Page: 819