Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices
| Year of publication: |
2007
|
|---|---|
| Authors: | Choi, In ; Chue, Timothy K. |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 22.2007, 2, p. 233-264
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