A complementary test for ADF test with an application to the exchange rates returns
Year of publication: |
2005
|
---|---|
Authors: | Liew, Venus Khim-Sen ; Lau, Sie-Hoe ; Ling, Siew-Eng |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | cumulative sums of squares | covariance nonstationary | exchange rate returns |
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