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~isPartOf:"Cowles Foundation discussion paper"
~person:"Chang, Tsangyao"
~person:"Lee, Chien-chiang"
~person:"Taylor, Robert"
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
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2011
Persistent link: https://www.econbiz.de/10009412262
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