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The sensitivity of robust unit root tests

Steve Cook Orcid Logo

Journal of Applied Statistics, Volume: 35, Issue: 5, Pages: 547 - 557

Swansea University Author: Steve Cook Orcid Logo

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Published in: Journal of Applied Statistics
ISSN: 0266-4763
Published: 2008
Online Access: Check full text

URI: https://cronfa.swan.ac.uk/Record/cronfa6661
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College: Faculty of Humanities and Social Sciences
Issue: 5
Start Page: 547
End Page: 557