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The Effect of Non-normal Disturbances and Conditional Heterskedasticity on Multiple Cointegration Tests
Silvapulle, Param, (1995)
Some Robust Properties of Unit Root Tests
Silvapulle, Param, (1993)
Robust Terms Against Smooth Transition Autoregressive (STAR) Models
Beg, A B M Rabiul Alam, (1998)