The Power of Some Tests for Difference Stationarity Under Local Heteroscedastic Integration
| Year of publication: |
1998
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|---|---|
| Authors: | McCabe, Brendan P.M. ; Smith, Richard J. |
| Published in: |
Journal of the American Statistical Association : JASA. - Abingdon : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 2076020. - Vol. 93.1998, 442, p. 751-761
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