Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors
| Year of publication: |
2002
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|---|---|
| Authors: | Brooks, Chris ; Rew, Alistair G. |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 11420212. - Vol. 20.2002, 3, p. 157-176
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