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~isPartOf:"Applied economics letters"
~person:"Cook, Steven"
~subject:"ARCH model"
~subject:"Wirtschaftswachstum"
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Finite-sample size distortion of the AESTAR unit root test :
GARCH
, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
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