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Unobserved heterogeneity in Markovian analysis of the size distortion of unit root tests

Steve Cook Orcid Logo, Neil Manning

Journal of Statistical Computation and Simulation, Volume: 75, Issue: 9

Swansea University Author: Steve Cook Orcid Logo

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Published in: Journal of Statistical Computation and Simulation
ISSN: 0094-9655 1563-5163
Published: 2005
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College: Faculty of Humanities and Social Sciences
Issue: 9
End Page: 729