Phillips-Perron-type unit root tests in the nonlinear ESTAR framework
Year of publication: |
2006
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Authors: | Rothe, Christoph ; Sibbertsen, Philipp |
Published in: |
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society. - Heidelberg : Physica-Verl, ISSN 0002-6018, ZDB-ID 442x. - Vol. 90.2006, 3, p. 439-456
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