The performance of unit root tests under level-dependent heteroskedasticity
| Year of publication: |
2005
|
|---|---|
| Authors: | Rodrigues, Paulo M.M. ; Rubia, Antonio |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 89.2005, 3, p. 262-268
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