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Finite-sample size distortion of the AESTAR unit root test: GARCH, corrected variance–covariance matrix estimators and adjusted critical values

Steve Cook Orcid Logo

Applied Economics Letters, Volume: 23, Issue: 5, Pages: 318 - 323

Swansea University Author: Steve Cook Orcid Logo

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Published in: Applied Economics Letters
ISSN: 1350-4851 1466-4291
Published: 2016
Online Access: Check full text

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College: Faculty of Humanities and Social Sciences
Issue: 5
Start Page: 318
End Page: 323